-44.5%
TOST vs MDY
+45.2%
-89.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.4% |
| 7D | +9.4% | -1.7% | +11.1% | +12.1% |
| 30D | +13.5% | -0.9% | +14.4% | +14.9% |
| 3M | -0.1% | -5.7% | +5.6% | +9.3% |
| 6M | +22.5% | -2.9% | +25.4% | +26.6% |
| YTD | -2.4% | +9.8% | -12.2% | -19.1% |
| 1Y | -4.7% | +13.5% | -18.2% | -25.4% |
| 3Y | +103.2% | +51.9% | +51.3% | -8.6% |
| 5Y | -41.2% | +32.0% | -73.3% | -61.3% |
| All | -44.5% | +45.2% | -89.7% | -68.5% |
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