+146.9%
TOST vs MKSI
+229.9%
-83.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -2.3% |
| 7D | -3.6% | +15.9% | -19.5% | -6.6% |
| 30D | +8.9% | -9.6% | +18.4% | +10.5% |
| 3M | -2.2% | -23.2% | +20.9% | +2.0% |
| 6M | +41.0% | -29.2% | +70.2% | +44.5% |
| YTD | -4.0% | +41.8% | -45.8% | -23.7% |
| 1Y | -9.6% | +48.7% | -58.3% | -29.7% |
| All | +146.9% | +229.9% | -83.0% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling