-8.9%
TOST vs MSTU
-90.3%
+81.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.1% | +5.4% | +0.6% |
| 7D | +4.0% | -9.3% | +13.3% | +4.5% |
| 30D | +11.1% | -38.3% | +49.3% | +13.8% |
| 3M | +0.8% | +24.0% | -23.2% | -3.4% |
| 6M | +38.8% | -72.1% | +110.9% | +47.1% |
| YTD | -2.1% | -70.2% | +68.1% | -1.7% |
| All | -8.9% | -90.3% | +81.3% | -5.3% |
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