-48.1%
TOST vs MKTX
-58.8%
+10.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.7% | +0.3% | -4.9% | -4.8% |
| 30D | -9.1% | +1.0% | -10.0% | -9.4% |
| 3M | +29.8% | +40.8% | -11.0% | +8.8% |
| 6M | +10.0% | -10.9% | +20.9% | +15.4% |
| YTD | -8.6% | -8.6% | 0.0% | -5.5% |
| 1Y | -20.7% | -11.6% | -9.1% | -17.1% |
| 3Y | +55.7% | -24.5% | +80.2% | +62.1% |
| All | -48.1% | -58.8% | +10.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling