-0.8%
TOST vs MULL
+444.9%
-445.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -13.8% | +19.2% | +5.1% |
| 7D | +10.7% | -35.9% | +46.6% | +9.8% |
| 30D | +17.7% | -47.3% | +65.1% | +16.4% |
| 3M | +4.6% | -30.6% | +35.2% | +4.2% |
| 6M | +20.3% | +13.7% | +6.6% | +19.5% |
| YTD | -0.4% | +272.1% | -272.5% | -9.8% |
| 1Y | -0.8% | +475.1% | -475.8% | -17.7% |
| All | -0.8% | +444.9% | -445.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling