-0.8%
TOST vs MSI
+28.6%
-29.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.0% |
| 7D | +10.7% | +2.8% | +7.9% | +9.6% |
| 30D | +17.7% | +9.1% | +8.6% | +13.9% |
| 3M | +4.6% | +12.5% | -7.9% | -0.2% |
| 6M | +20.3% | +14.2% | +6.1% | +13.8% |
| YTD | -0.4% | +30.7% | -31.1% | -9.6% |
| 1Y | -0.8% | +27.5% | -28.3% | -0.5% |
| All | -0.8% | +28.6% | -29.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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