-45.7%
TOST vs MKSI
+79.9%
-125.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -1.6% |
| 7D | -3.4% | +1.8% | -5.2% | -4.1% |
| 30D | -2.4% | -16.8% | +14.3% | +3.9% |
| 3M | +34.6% | -21.1% | +55.7% | +39.4% |
| 6M | +15.2% | +10.8% | +4.4% | -1.2% |
| YTD | -4.4% | +63.3% | -67.7% | -34.1% |
| 1Y | -17.4% | +157.0% | -174.4% | -56.9% |
| 3Y | +54.5% | +163.7% | -109.3% | -32.3% |
| All | -45.7% | +79.9% | -125.6% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling