-43.4%
TOST vs MOD
+790.3%
-833.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -21.4% | +26.9% | +9.9% |
| 7D | +10.7% | -31.3% | +42.1% | +18.7% |
| 30D | +17.7% | -46.1% | +63.9% | +32.6% |
| 3M | +4.6% | -51.1% | +55.8% | +19.4% |
| 6M | +20.3% | -62.1% | +82.3% | +41.7% |
| YTD | -0.4% | -26.2% | +25.8% | -6.2% |
| 1Y | -0.8% | -32.6% | +31.8% | -5.0% |
| 3Y | +102.2% | +133.8% | -31.6% | +13.4% |
| 5Y | -41.3% | +792.8% | -834.1% | -82.2% |
| All | -43.4% | +790.3% | -833.8% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling