-8.9%
TOST vs MDY
+14.9%
-23.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.6% |
| 7D | +4.0% | +0.7% | +3.4% | +3.5% |
| 30D | +11.1% | +1.3% | +9.7% | +10.0% |
| 3M | +0.8% | -4.1% | +4.9% | +3.1% |
| 6M | +38.8% | +1.0% | +37.8% | +37.1% |
| YTD | -2.1% | +13.3% | -15.4% | -13.4% |
| All | -8.9% | +14.9% | -23.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling