-45.7%
TOST vs MOD
+1,658.4%
-1,704.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.9% |
| 7D | -3.4% | +9.6% | -13.0% | -5.5% |
| 30D | -2.4% | 0.0% | -2.5% | -2.8% |
| 3M | +34.6% | -35.4% | +70.0% | +46.3% |
| 6M | +15.2% | -7.3% | +22.5% | +11.3% |
| YTD | -4.4% | +45.8% | -50.2% | -20.8% |
| 1Y | -17.4% | +43.1% | -60.6% | -32.6% |
| 3Y | +54.5% | +297.7% | -243.2% | -20.3% |
| All | -45.7% | +1,658.4% | -1,704.1% | -85.7% |
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