+31.2%
TOST vs MSTZ
-99.3%
+130.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.6% | -8.3% | -0.1% |
| 7D | +3.0% | +21.1% | -18.2% | +4.9% |
| 30D | +10.3% | +40.1% | -29.8% | +14.6% |
| 3M | -3.3% | -66.1% | +62.8% | -9.0% |
| 6M | +37.8% | -20.7% | +58.5% | +45.3% |
| YTD | -2.8% | -78.6% | +75.8% | -4.0% |
| 1Y | -9.6% | -55.5% | +45.9% | -2.7% |
| All | +31.2% | -99.3% | +130.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling