-12.1%
TOST vs MULL
+968.6%
-980.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.1% | -10.5% | -1.7% |
| 7D | +9.4% | -42.7% | +52.1% | +11.2% |
| 30D | +13.5% | -63.8% | +77.2% | +17.2% |
| 3M | -0.1% | -49.0% | +48.9% | +1.2% |
| 6M | +22.5% | -38.2% | +60.6% | +15.6% |
| YTD | -2.4% | +167.0% | -169.4% | -25.5% |
| 1Y | -4.7% | +247.7% | -252.4% | -31.3% |
| All | -12.1% | +968.6% | -980.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling