-43.4%
TOST vs MTSI
+271.2%
-314.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +10.7% | -10.7% | +21.4% | +14.7% |
| 30D | +17.7% | -29.0% | +46.7% | +30.3% |
| 3M | +4.6% | -14.7% | +19.3% | +4.8% |
| 6M | +20.3% | -20.1% | +40.3% | +15.6% |
| YTD | -0.4% | +36.1% | -36.5% | -32.0% |
| 1Y | -0.8% | +61.7% | -62.5% | -40.0% |
| 3Y | +102.2% | +210.7% | -108.4% | -34.3% |
| 5Y | -41.3% | +212.8% | -254.1% | -81.6% |
| All | -43.4% | +271.2% | -314.6% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling