-43.4%
TOST vs MLM
+64.9%
-108.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +3.5% |
| 7D | +10.7% | +9.1% | +1.6% | +2.7% |
| 30D | +17.7% | +14.6% | +3.1% | +4.7% |
| 3M | +4.6% | +0.3% | +4.3% | +3.8% |
| 6M | +20.3% | -7.5% | +27.7% | +25.9% |
| YTD | -0.4% | -10.2% | +9.8% | +4.0% |
| 1Y | -0.8% | -10.5% | +9.7% | +3.5% |
| 3Y | +102.2% | +27.8% | +74.4% | +37.6% |
| 5Y | -41.3% | +38.9% | -80.2% | -63.3% |
| All | -43.4% | +64.9% | -108.3% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling