-18.6%
TOST vs MXL
+318.0%
-336.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -2.0% |
| 7D | -0.9% | +15.5% | -16.4% | -1.0% |
| 30D | -3.5% | -11.3% | +7.9% | -3.4% |
| 3M | +38.1% | -16.1% | +54.2% | +36.9% |
| 6M | +9.9% | +323.0% | -313.1% | -14.2% |
| YTD | -6.3% | +281.5% | -287.8% | -26.4% |
| All | -18.6% | +318.0% | -336.6% | -39.2% |
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 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