+31.8%
TOST vs MSTU
-89.5%
+121.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +9.4% | -4.3% | +13.7% | +9.6% |
| 30D | +13.5% | -34.6% | +48.1% | +16.9% |
| 3M | -0.1% | +39.0% | -39.2% | -6.6% |
| 6M | +22.5% | -70.5% | +93.0% | +29.6% |
| YTD | -2.4% | -68.6% | +66.3% | -1.7% |
| 1Y | -4.7% | -88.6% | +83.9% | +5.4% |
| All | +31.8% | -89.5% | +121.3% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling