-12.0%
TOST vs MULL
+1,230.7%
-1,242.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.2% | +8.6% | +3.6% |
| 7D | 0.0% | +24.5% | -24.5% | -0.9% |
| 30D | +16.2% | -35.5% | +51.7% | +17.3% |
| 3M | -1.5% | -44.8% | +43.3% | -0.4% |
| 6M | +55.3% | -45.5% | +100.8% | +50.3% |
| YTD | -2.3% | +232.5% | -234.9% | -26.2% |
| 1Y | -5.5% | +343.3% | -348.8% | -32.7% |
| All | -12.0% | +1,230.7% | -1,242.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling