-44.5%
TOST vs MTSI
+236.0%
-280.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -4.9% |
| 7D | +9.4% | -10.0% | +19.4% | +11.9% |
| 30D | +13.5% | -37.2% | +50.7% | +29.7% |
| 3M | -0.1% | -30.1% | +29.9% | +7.2% |
| 6M | +22.5% | -31.9% | +54.4% | +24.3% |
| YTD | -2.4% | +23.2% | -25.5% | -31.8% |
| 1Y | -4.7% | +26.4% | -31.1% | -34.9% |
| 3Y | +103.2% | +186.2% | -82.9% | -33.4% |
| 5Y | -41.2% | +187.0% | -228.3% | -81.3% |
| All | -44.5% | +236.0% | -280.5% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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