-43.8%
TOST vs MOD
+725.6%
-769.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.9% |
| 7D | +11.6% | -34.2% | +45.8% | +20.5% |
| 30D | +16.2% | -51.9% | +68.1% | +34.0% |
| 3M | +1.0% | -53.0% | +54.1% | +16.2% |
| 6M | +23.2% | -66.4% | +89.5% | +49.2% |
| YTD | -1.0% | -31.5% | +30.6% | -5.3% |
| 1Y | -9.9% | -39.6% | +29.7% | -11.6% |
| 3Y | +101.0% | +116.8% | -15.8% | +14.4% |
| 5Y | -40.4% | +713.8% | -754.2% | -81.6% |
| All | -43.8% | +725.6% | -769.3% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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