+151.1%
TOST vs MSI
+76.4%
+74.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | 0.0% | +3.2% | -3.2% | -1.4% |
| 30D | +16.2% | +17.6% | -1.4% | +7.9% |
| 3M | -1.5% | +14.5% | -16.1% | -7.5% |
| 6M | +55.3% | +34.3% | +21.1% | +34.9% |
| YTD | -2.3% | +39.7% | -42.1% | -17.4% |
| 1Y | -5.5% | +40.2% | -45.7% | -20.3% |
| 3Y | +151.1% | +77.1% | +74.0% | +129.0% |
| All | +151.1% | +76.4% | +74.7% | +129.0% |
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