-11.8%
TOST vs MULL
+1,100.2%
-1,112.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.3% | -12.0% | -0.1% |
| 7D | +4.0% | -27.1% | +31.1% | +4.8% |
| 30D | +11.1% | -54.2% | +65.3% | +13.7% |
| 3M | +0.8% | -42.0% | +42.8% | +1.7% |
| 6M | +38.8% | -43.5% | +82.3% | +33.4% |
| YTD | -2.1% | +199.9% | -202.0% | -25.7% |
| 1Y | -6.0% | +292.8% | -298.9% | -32.6% |
| All | -11.8% | +1,100.2% | -1,112.0% | -56.1% |
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