-44.8%
TOST vs MOD
+831.1%
-875.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +3.0% | -17.8% | +20.8% | +6.1% |
| 30D | +10.3% | -43.2% | +53.5% | +22.6% |
| 3M | -3.3% | -46.0% | +42.8% | +7.9% |
| 6M | +37.8% | -62.2% | +100.0% | +62.9% |
| YTD | -2.8% | -22.8% | +20.0% | -9.5% |
| 1Y | -9.6% | -35.5% | +25.9% | -12.1% |
| 3Y | +144.6% | +128.2% | +16.4% | +39.0% |
| 5Y | -31.0% | +791.6% | -822.6% | -79.2% |
| All | -44.8% | +831.1% | -875.9% | -83.6% |
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