+149.8%
TOST vs MSFU
+34.7%
+115.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.5% |
| 7D | +4.0% | +14.6% | -10.5% | -0.8% |
| 30D | +11.1% | +2.1% | +8.9% | +9.6% |
| 3M | +0.8% | +14.7% | -13.8% | -4.6% |
| 6M | +38.8% | +55.7% | -16.9% | +15.7% |
| YTD | -2.1% | +7.1% | -9.2% | -8.5% |
| 1Y | -6.0% | -0.5% | -5.5% | -10.1% |
| 3Y | +149.8% | +35.7% | +114.0% | +107.6% |
| All | +149.8% | +34.7% | +115.0% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling