-46.4%
TOST vs MNDY
-79.1%
+32.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -4.7% | -17.9% | +13.2% | +3.5% |
| 30D | +8.5% | -9.0% | +17.5% | +12.3% |
| 3M | -1.6% | -10.4% | +8.8% | +0.3% |
| 6M | +44.1% | +7.0% | +37.1% | +33.2% |
| YTD | -5.6% | -47.8% | +42.2% | +17.3% |
| 1Y | -12.6% | -51.6% | +39.0% | +12.1% |
| 3Y | +137.6% | -45.0% | +182.6% | +132.1% |
| 5Y | -30.4% | -78.8% | +48.5% | -6.1% |
| All | -46.4% | -79.1% | +32.7% | -23.7% |
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