-0.8%
TOST vs MTB
+27.0%
-27.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.9% |
| 7D | +10.7% | +2.0% | +8.7% | +9.6% |
| 30D | +17.7% | +2.9% | +14.8% | +16.1% |
| 3M | +4.6% | -10.7% | +15.3% | +10.0% |
| 6M | +20.3% | +6.3% | +13.9% | +16.7% |
| YTD | -0.4% | +13.8% | -14.2% | -10.2% |
| 1Y | -0.8% | +27.7% | -28.5% | -25.0% |
| All | -0.8% | +27.0% | -27.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling