-44.5%
TOST vs MLM
+53.5%
-98.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | +0.2% |
| 7D | +9.4% | -4.1% | +13.6% | +13.3% |
| 30D | +13.5% | +8.2% | +5.3% | +5.9% |
| 3M | -0.1% | -3.6% | +3.4% | +2.2% |
| 6M | +22.5% | -15.6% | +38.0% | +38.6% |
| YTD | -2.4% | -16.4% | +14.1% | +8.1% |
| 1Y | -4.7% | -14.3% | +9.6% | +2.7% |
| 3Y | +103.2% | +19.3% | +83.9% | +46.2% |
| 5Y | -41.2% | +29.6% | -70.8% | -61.1% |
| All | -44.5% | +53.5% | -98.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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