-43.8%
TOST vs MSCI
+7.4%
-51.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +1.5% |
| 7D | +11.6% | +6.0% | +5.6% | +6.7% |
| 30D | +16.2% | +18.2% | -2.0% | +2.0% |
| 3M | +1.0% | +15.1% | -14.1% | -9.8% |
| 6M | +23.2% | +13.7% | +9.5% | +9.9% |
| YTD | -1.0% | +15.6% | -16.6% | -13.7% |
| 1Y | -9.9% | +16.3% | -26.2% | -22.0% |
| 3Y | +101.0% | +36.9% | +64.1% | +38.8% |
| 5Y | -40.4% | +6.3% | -46.7% | -49.0% |
| All | -43.8% | +7.4% | -51.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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