-48.1%
TOST vs MNDY
-78.0%
+29.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -1.2% |
| 7D | -4.7% | -14.1% | +9.4% | +1.7% |
| 30D | -9.1% | -8.5% | -0.6% | -6.6% |
| 3M | +29.8% | -2.5% | +32.3% | +28.1% |
| 6M | +10.0% | +0.1% | +10.0% | +6.0% |
| YTD | -8.6% | -45.0% | +36.4% | +12.9% |
| 1Y | -20.7% | -58.1% | +37.4% | +9.0% |
| 3Y | +55.7% | -52.6% | +108.3% | +67.9% |
| All | -48.1% | -78.0% | +29.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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