-43.8%
TOST vs MSI
+130.9%
-174.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -3.7% |
| 7D | +11.6% | +5.1% | +6.6% | +7.3% |
| 30D | +16.2% | +13.3% | +2.9% | +5.1% |
| 3M | +1.0% | +18.3% | -17.3% | -12.4% |
| 6M | +23.2% | +18.7% | +4.5% | +6.7% |
| YTD | -1.0% | +36.0% | -37.0% | -25.4% |
| 1Y | -9.9% | +32.6% | -42.5% | -30.5% |
| 3Y | +101.0% | +78.3% | +22.7% | +6.8% |
| 5Y | -40.4% | +121.6% | -162.0% | -76.5% |
| All | -43.8% | +130.9% | -174.7% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling