-48.6%
TOST vs MKSI
+84.7%
-133.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.3% |
| 7D | -5.4% | +2.7% | -8.1% | -6.4% |
| 30D | -5.7% | -12.8% | +7.1% | -1.1% |
| 3M | +30.1% | -22.5% | +52.6% | +36.6% |
| 6M | +11.9% | +19.4% | -7.5% | -6.8% |
| YTD | -9.5% | +67.7% | -77.3% | -38.4% |
| 1Y | -21.3% | +131.4% | -152.7% | -56.2% |
| 3Y | +50.7% | +197.3% | -146.7% | -38.9% |
| All | -48.6% | +84.7% | -133.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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