-17.4%
TOST vs MSFU
-18.4%
+1.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +1.2% |
| 7D | -3.4% | -5.7% | +2.3% | -1.9% |
| 30D | -2.4% | +4.2% | -6.6% | -3.8% |
| 3M | +34.6% | +27.9% | +6.7% | +24.8% |
| 6M | +15.2% | +37.1% | -21.9% | +3.5% |
| YTD | -4.4% | -7.4% | +3.0% | -10.3% |
| 1Y | -17.4% | -19.6% | +2.2% | -20.9% |
| All | -17.4% | -18.4% | +1.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling