+29.0%
TOST vs MSTU
-85.2%
+114.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.3% |
| 7D | -3.4% | +21.3% | -24.7% | -5.6% |
| 30D | -2.4% | +90.8% | -93.3% | -9.7% |
| 3M | +34.6% | -6.8% | +41.4% | +30.8% |
| 6M | +15.2% | -39.8% | +55.0% | +14.4% |
| YTD | -4.4% | -55.7% | +51.3% | -5.0% |
| 1Y | -17.4% | -92.7% | +75.2% | -3.4% |
| All | +29.0% | -85.2% | +114.2% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling