-0.8%
TOST vs MXL
+276.5%
-277.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -11.1% | +16.6% | +5.3% |
| 7D | +10.7% | -24.3% | +35.1% | +10.5% |
| 30D | +17.7% | -46.1% | +63.9% | +17.4% |
| 3M | +4.6% | -21.8% | +26.4% | +4.5% |
| 6M | +20.3% | -27.2% | +47.5% | +18.7% |
| YTD | -0.4% | +226.2% | -226.6% | -20.3% |
| 1Y | -0.8% | +297.0% | -297.8% | -29.7% |
| All | -0.8% | +276.5% | -277.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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