+106.1%
TOST vs MLM
+20.9%
+85.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +2.3% |
| 7D | +11.6% | -1.2% | +12.8% | +12.3% |
| 30D | +16.2% | +7.9% | +8.3% | +11.3% |
| 3M | +1.0% | -4.5% | +5.5% | +3.2% |
| 6M | +23.2% | -12.6% | +35.8% | +31.4% |
| YTD | -1.0% | -14.9% | +13.9% | +4.8% |
| 1Y | -9.9% | -13.1% | +3.2% | -6.2% |
| All | +106.1% | +20.9% | +85.2% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling