-44.5%
TOST vs MSI
+129.8%
-174.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +9.4% | +4.7% | +4.8% | +5.5% |
| 30D | +13.5% | +14.8% | -1.3% | +1.7% |
| 3M | -0.1% | +8.8% | -9.0% | -7.0% |
| 6M | +22.5% | +19.3% | +3.2% | +5.6% |
| YTD | -2.4% | +35.3% | -37.7% | -26.2% |
| 1Y | -4.7% | +33.8% | -38.5% | -27.2% |
| 3Y | +103.2% | +74.4% | +28.8% | +10.6% |
| 5Y | -41.2% | +120.5% | -161.8% | -76.8% |
| All | -44.5% | +129.8% | -174.3% | -79.1% |
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