-44.4%
TOST vs MTB
+92.6%
-137.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -1.0% |
| 7D | +4.0% | -0.8% | +4.8% | +4.5% |
| 30D | +11.1% | +2.4% | +8.6% | +9.7% |
| 3M | +0.8% | -10.5% | +11.3% | +7.0% |
| 6M | +38.8% | +6.4% | +32.4% | +34.0% |
| YTD | -2.1% | +12.8% | -14.9% | -9.0% |
| 1Y | -6.0% | +23.3% | -29.3% | -16.9% |
| 3Y | +149.8% | +108.2% | +41.5% | +68.5% |
| 5Y | -42.8% | +68.6% | -111.3% | -56.9% |
| All | -44.4% | +92.6% | -137.0% | -57.2% |
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