-45.7%
TOST vs MTSI
+328.3%
-374.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.3% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | -2.4% | +2.1% | -4.5% | -5.1% |
| 3M | +34.6% | -29.7% | +64.3% | +49.4% |
| 6M | +15.2% | +12.5% | +2.7% | -3.6% |
| YTD | -4.4% | +57.0% | -61.4% | -35.7% |
| 1Y | -17.4% | +103.9% | -121.3% | -54.1% |
| 3Y | +54.5% | +223.6% | -169.1% | -46.2% |
| All | -45.7% | +328.3% | -374.0% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling