-21.3%
TOST vs MOH
+4.9%
-26.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -5.4% | +1.7% | -7.1% | -5.4% |
| 30D | -5.7% | -0.9% | -4.8% | -5.7% |
| 3M | +30.1% | +5.7% | +24.4% | +30.7% |
| 6M | +11.9% | +39.1% | -27.2% | +14.4% |
| YTD | -9.5% | +17.7% | -27.2% | -7.6% |
| 1Y | -21.3% | +8.4% | -29.6% | -20.7% |
| All | -21.3% | +4.9% | -26.2% | -20.7% |
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