-43.8%
TOST vs MTSI
+203.1%
-246.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.4% | +17.8% | +5.4% |
| 7D | +11.6% | -24.6% | +36.2% | +21.2% |
| 30D | +16.2% | -45.7% | +61.9% | +39.9% |
| 3M | +1.0% | -27.7% | +28.8% | +5.8% |
| 6M | +23.2% | -37.3% | +60.5% | +28.3% |
| YTD | -1.0% | +11.1% | -12.1% | -28.3% |
| 1Y | -9.9% | +27.2% | -37.1% | -40.9% |
| 3Y | +101.0% | +153.7% | -52.6% | -30.7% |
| 5Y | -40.4% | +159.0% | -199.4% | -80.4% |
| All | -43.8% | +203.1% | -246.9% | -82.8% |
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