-20.7%
TOST vs MXL
+349.5%
-370.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.1% | -2.6% |
| 7D | -4.7% | +19.0% | -23.7% | -4.8% |
| 30D | -9.1% | +4.5% | -13.6% | -9.2% |
| 3M | +29.8% | -1.5% | +31.3% | +28.1% |
| 6M | +10.0% | +348.6% | -338.6% | -13.9% |
| YTD | -8.6% | +310.3% | -318.9% | -28.3% |
| 1Y | -20.7% | +344.7% | -365.4% | -40.8% |
| All | -20.7% | +349.5% | -370.2% | -40.8% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling