+151.1%
TOST vs MDY
+56.8%
+94.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | 0.0% | +2.3% | -2.2% | -2.7% |
| 30D | +16.2% | +2.0% | +14.2% | +13.1% |
| 3M | -1.5% | -5.6% | +4.1% | +5.3% |
| 6M | +55.3% | +1.3% | +54.0% | +51.4% |
| YTD | -2.3% | +12.3% | -14.7% | -17.8% |
| 1Y | -5.5% | +15.8% | -21.3% | -23.7% |
| 3Y | +151.1% | +56.5% | +94.6% | +32.2% |
| All | +151.1% | +56.8% | +94.3% | +32.2% |
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