-40.4%
TOST vs MLM
+30.6%
-71.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +3.8% |
| 7D | +11.6% | -1.2% | +12.8% | +12.7% |
| 30D | +16.2% | +7.9% | +8.3% | +8.5% |
| 3M | +1.0% | -4.5% | +5.5% | +4.3% |
| 6M | +23.2% | -12.6% | +35.8% | +35.3% |
| YTD | -1.0% | -14.9% | +13.9% | +7.9% |
| 1Y | -9.9% | -13.1% | +3.2% | -4.0% |
| 3Y | +101.0% | +21.2% | +79.8% | +41.5% |
| 5Y | -40.4% | +32.0% | -72.4% | -62.0% |
| All | -40.4% | +30.6% | -71.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling