-12.5%
TOST vs MULL
+1,070.1%
-1,082.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +3.0% | -32.2% | +35.2% | +4.0% |
| 30D | +10.3% | -55.4% | +65.6% | +13.0% |
| 3M | -3.3% | -41.3% | +38.0% | -2.5% |
| 6M | +37.8% | -44.9% | +82.7% | +32.5% |
| YTD | -2.8% | +192.4% | -195.2% | -26.1% |
| 1Y | -9.6% | +239.4% | -249.0% | -33.9% |
| All | -12.5% | +1,070.1% | -1,082.5% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling