+103.2%
TOST vs MDY
+50.6%
+52.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.2% |
| 7D | +9.4% | -1.7% | +11.1% | +11.5% |
| 30D | +13.5% | -0.9% | +14.4% | +14.6% |
| 3M | -0.1% | -5.7% | +5.6% | +7.0% |
| 6M | +22.5% | -2.9% | +25.4% | +25.8% |
| YTD | -2.4% | +9.8% | -12.2% | -15.6% |
| 1Y | -4.7% | +13.5% | -18.2% | -21.3% |
| 3Y | +103.2% | +51.9% | +51.3% | +1.2% |
| All | +103.2% | +50.6% | +52.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling