-44.5%
TOST vs MSCI
+5.0%
-49.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +0.4% |
| 7D | +9.4% | +2.8% | +6.6% | +7.1% |
| 30D | +13.5% | +15.4% | -1.9% | +1.4% |
| 3M | -0.1% | +13.4% | -13.6% | -9.8% |
| 6M | +22.5% | +10.9% | +11.6% | +11.4% |
| YTD | -2.4% | +13.0% | -15.3% | -13.4% |
| 1Y | -4.7% | +12.0% | -16.7% | -14.9% |
| 3Y | +103.2% | +34.1% | +69.1% | +42.5% |
| 5Y | -41.2% | +3.9% | -45.1% | -48.8% |
| All | -44.5% | +5.0% | -49.5% | -52.1% |
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