+142.7%
TOST vs MOH
-41.7%
+184.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -4.7% | -3.1% | -1.5% | -4.6% |
| 30D | +8.5% | +0.2% | +8.3% | +8.5% |
| 3M | -1.6% | +1.8% | -3.4% | -1.6% |
| 6M | +44.1% | +9.5% | +34.6% | +44.2% |
| YTD | -5.6% | +20.9% | -26.5% | -5.0% |
| 1Y | -12.6% | +48.8% | -61.4% | -12.4% |
| All | +142.7% | -41.7% | +184.5% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling