-48.1%
TOST vs MKSI
+85.3%
-133.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -4.7% | +6.6% | -11.3% | -7.1% |
| 30D | -9.1% | -8.2% | -0.9% | -6.6% |
| 3M | +29.8% | -16.4% | +46.2% | +31.4% |
| 6M | +10.0% | +23.0% | -12.9% | -9.7% |
| YTD | -8.6% | +68.2% | -76.8% | -37.8% |
| 1Y | -20.7% | +148.6% | -169.3% | -57.6% |
| 3Y | +55.7% | +196.0% | -140.2% | -36.6% |
| All | -48.1% | +85.3% | -133.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling