-40.6%
TOST vs MSCI
+3.6%
-44.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -0.1% | +13.4% | -13.6% | -10.0% |
| 6M | +22.5% | +10.9% | +11.6% | +11.2% |
| YTD | -2.4% | +13.0% | -15.3% | -13.5% |
| 1Y | -4.7% | +12.0% | -16.7% | -15.1% |
| 3Y | +103.2% | +34.1% | +69.1% | +41.0% |
| All | -40.6% | +3.6% | -44.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling