-4.7%
TOST vs MTSI
+38.8%
-43.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -0.1% |
| 7D | +9.4% | -10.0% | +19.4% | +8.5% |
| 30D | +13.5% | -37.2% | +50.7% | +8.3% |
| 3M | -0.1% | -30.1% | +29.9% | -2.9% |
| 6M | +22.5% | -31.9% | +54.4% | +17.4% |
| YTD | -2.4% | +23.2% | -25.5% | -10.7% |
| 1Y | -4.7% | +26.4% | -31.1% | -14.7% |
| All | -4.7% | +38.8% | -43.5% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling