-4.7%
TOST vs MSFU
-9.0%
+4.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | +9.4% | +2.5% | +7.0% | +8.3% |
| 30D | +13.5% | -1.3% | +14.8% | +13.3% |
| 3M | -0.1% | +8.6% | -8.8% | -3.2% |
| 6M | +22.5% | +48.4% | -25.9% | +7.8% |
| YTD | -2.4% | +1.6% | -3.9% | -11.2% |
| 1Y | -4.7% | -5.8% | +1.1% | -13.0% |
| All | -4.7% | -9.0% | +4.3% | -13.0% |
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