-44.4%
TOST vs MSI
+135.8%
-180.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.7% |
| 7D | +4.0% | +8.3% | -4.3% | -2.4% |
| 30D | +11.1% | +18.9% | -7.8% | -3.2% |
| 3M | +0.8% | +13.2% | -12.4% | -9.0% |
| 6M | +38.8% | +38.3% | +0.5% | +5.4% |
| YTD | -2.1% | +38.9% | -41.0% | -27.5% |
| 1Y | -6.0% | +36.7% | -42.7% | -29.4% |
| 3Y | +149.8% | +76.6% | +73.2% | +35.7% |
| 5Y | -42.8% | +124.5% | -167.2% | -77.7% |
| All | -44.4% | +135.8% | -180.2% | -79.5% |
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 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