-45.7%
TOST vs MSCI
-6.2%
-39.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.8% |
| 30D | -2.4% | +0.6% | -3.0% | -3.0% |
| 3M | +34.6% | -7.1% | +41.7% | +40.9% |
| 6M | +15.2% | +0.8% | +14.4% | +12.9% |
| YTD | -4.4% | +1.0% | -5.4% | -7.2% |
| 1Y | -17.4% | +4.3% | -21.7% | -23.2% |
| 3Y | +54.5% | +9.9% | +44.5% | +29.8% |
| All | -45.7% | -6.2% | -39.5% | -48.7% |
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