-46.4%
TOST vs MXL
+19.3%
-65.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -4.7% | +33.1% | -37.7% | -9.4% |
| 30D | +8.5% | -33.5% | +42.0% | +14.0% |
| 3M | -1.6% | -20.7% | +19.1% | -1.7% |
| 6M | +44.1% | -35.9% | +80.0% | +41.7% |
| YTD | -5.6% | +238.3% | -243.9% | -47.4% |
| 1Y | -12.6% | +296.2% | -308.8% | -54.0% |
| 3Y | +137.6% | +254.1% | -116.6% | +3.8% |
| 5Y | -30.4% | -14.1% | -16.2% | -42.1% |
| All | -46.4% | +19.3% | -65.7% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling