-44.8%
TOST vs MNDY
-79.3%
+34.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.2% |
| 7D | +3.0% | -18.4% | +21.3% | +12.1% |
| 30D | +10.3% | -14.1% | +24.4% | +17.0% |
| 3M | -3.3% | -13.8% | +10.5% | +0.3% |
| 6M | +37.8% | +6.0% | +31.8% | +27.6% |
| YTD | -2.8% | -48.2% | +45.5% | +21.3% |
| 1Y | -9.6% | -54.0% | +44.5% | +18.7% |
| 3Y | +144.6% | -45.5% | +190.1% | +140.0% |
| 5Y | -31.0% | -78.2% | +47.3% | -8.3% |
| All | -44.8% | -79.3% | +34.5% | -21.1% |
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