-17.4%
TOST vs MOH
+18.1%
-35.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -2.4% | +2.9% | -5.3% | -2.5% |
| 3M | +34.6% | +4.1% | +30.5% | +35.2% |
| 6M | +15.2% | +33.8% | -18.6% | +17.2% |
| YTD | -4.4% | +15.7% | -20.1% | -2.6% |
| 1Y | -17.4% | +17.5% | -35.0% | -18.1% |
| All | -17.4% | +18.1% | -35.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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