-4.7%
TOST vs MOD
-37.3%
+32.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.0% |
| 7D | +9.4% | -25.5% | +35.0% | +7.5% |
| 30D | +13.5% | -49.0% | +62.5% | +9.6% |
| 3M | -0.1% | -49.8% | +49.7% | -3.6% |
| 6M | +22.5% | -64.8% | +87.2% | +16.8% |
| YTD | -2.4% | -27.6% | +25.3% | -6.1% |
| 1Y | -4.7% | -35.2% | +30.5% | -7.2% |
| All | -4.7% | -37.3% | +32.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling