-45.7%
TOST vs MLM
+52.5%
-98.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.9% |
| 7D | -3.4% | -2.9% | -0.5% | -1.0% |
| 30D | -2.4% | -6.8% | +4.4% | +3.4% |
| 3M | +34.6% | -11.2% | +45.8% | +46.8% |
| 6M | +15.2% | -21.8% | +37.0% | +39.4% |
| YTD | -4.4% | -17.0% | +12.6% | +7.0% |
| 1Y | -17.4% | -16.4% | -1.1% | -8.8% |
| 3Y | +54.5% | +14.5% | +40.0% | +16.5% |
| All | -45.7% | +52.5% | -98.2% | -66.5% |
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