-45.4%
TOST vs MKSI
+56.2%
-101.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -3.3% |
| 7D | -3.6% | +15.9% | -19.5% | -9.3% |
| 30D | +8.9% | -9.6% | +18.4% | +11.3% |
| 3M | -2.2% | -23.2% | +20.9% | +4.9% |
| 6M | +41.0% | -29.2% | +70.2% | +47.2% |
| YTD | -4.0% | +41.8% | -45.8% | -31.9% |
| 1Y | -9.6% | +48.7% | -58.3% | -37.8% |
| 3Y | +141.7% | +225.3% | -83.6% | -15.3% |
| 5Y | -29.5% | +43.6% | -73.0% | -54.2% |
| All | -45.4% | +56.2% | -101.6% | -66.0% |
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