-45.7%
TOST vs MDY
+52.2%
-97.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -3.4% | +0.1% | -3.6% | -3.6% |
| 30D | -2.4% | -1.5% | -1.0% | -0.3% |
| 3M | +34.6% | +0.8% | +33.9% | +32.1% |
| 6M | +15.2% | +7.4% | +7.8% | +0.3% |
| YTD | -4.4% | +15.2% | -19.6% | -26.4% |
| 1Y | -17.4% | +16.5% | -34.0% | -37.6% |
| 3Y | +54.5% | +46.8% | +7.7% | -23.9% |
| All | -45.7% | +52.2% | -97.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling