-0.8%
TOST vs MSTU
-88.0%
+87.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.3% | -4.8% | +4.8% |
| 7D | +10.7% | -4.8% | +15.6% | +11.0% |
| 30D | +17.7% | -29.6% | +47.3% | +19.8% |
| 3M | +4.6% | +69.4% | -64.8% | -2.3% |
| 6M | +20.3% | -62.2% | +82.5% | +25.5% |
| YTD | -0.4% | -61.1% | +60.7% | -0.8% |
| 1Y | -0.8% | -87.2% | +86.4% | +13.6% |
| All | -0.8% | -88.0% | +87.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling