-44.8%
TOST vs MXL
+8.9%
-53.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +3.0% | -15.9% | +18.8% | +4.9% |
| 30D | +10.3% | -44.0% | +54.3% | +19.3% |
| 3M | -3.3% | -21.3% | +18.1% | -3.5% |
| 6M | +37.8% | -46.1% | +83.9% | +40.1% |
| YTD | -2.8% | +208.8% | -211.6% | -44.9% |
| 1Y | -9.6% | +255.5% | -265.1% | -51.4% |
| 3Y | +144.6% | +223.3% | -78.7% | +8.6% |
| 5Y | -31.0% | -18.1% | -12.9% | -42.5% |
| All | -44.8% | +8.9% | -53.7% | -56.3% |
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