+55.6%
TOST vs MXL
+166.4%
-110.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.5% |
| 7D | -3.4% | +1.6% | -5.1% | -3.6% |
| 30D | -2.4% | -7.0% | +4.6% | -2.3% |
| 3M | +34.6% | -33.4% | +68.0% | +36.1% |
| 6M | +15.2% | +260.2% | -245.0% | -18.3% |
| YTD | -4.4% | +260.0% | -264.3% | -32.7% |
| 1Y | -17.4% | +303.5% | -320.9% | -43.8% |
| All | +55.6% | +166.4% | -110.8% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling