-46.4%
TOST vs MSI
+136.9%
-183.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.0% |
| 7D | -4.7% | +2.6% | -7.3% | -6.6% |
| 30D | +8.5% | +18.1% | -9.6% | -5.0% |
| 3M | -1.6% | +13.2% | -14.8% | -11.1% |
| 6M | +44.1% | +36.3% | +7.8% | +10.9% |
| YTD | -5.6% | +39.5% | -45.1% | -30.4% |
| 1Y | -12.6% | +36.9% | -49.5% | -34.4% |
| 3Y | +137.6% | +76.1% | +61.5% | +29.6% |
| 5Y | -30.4% | +123.7% | -154.1% | -72.7% |
| All | -46.4% | +136.9% | -183.3% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling