+56.7%
TOST vs MSI
+70.3%
-13.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | -3.4% | -3.7% | +0.3% | -1.8% |
| 30D | -2.4% | +6.8% | -9.3% | -5.7% |
| 3M | +34.6% | +14.3% | +20.3% | +26.0% |
| 6M | +15.2% | -1.6% | +16.8% | +15.0% |
| YTD | -4.4% | +22.8% | -27.2% | -14.3% |
| 1Y | -17.4% | -1.1% | -16.3% | -17.1% |
| All | +56.7% | +70.3% | -13.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling