-40.6%
TOST vs MXL
-28.5%
-12.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.0% | -12.4% | -3.2% |
| 7D | +9.4% | -27.1% | +36.5% | +14.1% |
| 30D | +13.5% | -54.2% | +67.7% | +27.0% |
| 3M | -0.1% | -29.9% | +29.8% | +1.6% |
| 6M | +22.5% | -39.5% | +61.9% | +19.1% |
| YTD | -2.4% | +182.2% | -184.5% | -44.0% |
| 1Y | -4.7% | +231.8% | -236.5% | -48.5% |
| 3Y | +103.2% | +195.9% | -92.7% | -9.5% |
| All | -40.6% | -28.5% | -12.1% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling