-30.4%
TOST vs MTB
+61.4%
-91.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +8.5% | +0.8% | +7.7% | +8.1% |
| 3M | -1.6% | -12.8% | +11.2% | +6.4% |
| 6M | +44.1% | +6.7% | +37.4% | +38.5% |
| YTD | -5.6% | +11.3% | -16.9% | -12.0% |
| 1Y | -12.6% | +20.2% | -32.7% | -22.1% |
| 3Y | +137.6% | +103.8% | +33.8% | +57.1% |
| 5Y | -30.4% | +60.9% | -91.2% | -48.6% |
| All | -30.4% | +61.4% | -91.8% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling