-44.5%
TOST vs MTB
+88.3%
-132.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +9.4% | -1.3% | +10.8% | +10.3% |
| 30D | +13.5% | +0.5% | +13.0% | +13.3% |
| 3M | -0.1% | -12.4% | +12.2% | +7.3% |
| 6M | +22.5% | +1.5% | +21.0% | +21.3% |
| YTD | -2.4% | +10.3% | -12.7% | -8.2% |
| 1Y | -4.7% | +22.2% | -26.9% | -15.3% |
| 3Y | +103.2% | +96.9% | +6.3% | +41.3% |
| 5Y | -41.2% | +64.3% | -105.5% | -55.2% |
| All | -44.5% | +88.3% | -132.8% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling