+59.7%
TOST vs MOH
-37.8%
+97.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -0.9% | -3.3% | +2.4% | -0.9% |
| 30D | -3.5% | -0.1% | -3.4% | -3.4% |
| 3M | +38.1% | -1.1% | +39.2% | +38.4% |
| 6M | +9.9% | +35.9% | -26.0% | +10.7% |
| YTD | -6.3% | +13.1% | -19.4% | -5.5% |
| 1Y | -18.3% | +11.8% | -30.1% | -17.8% |
| 3Y | +59.7% | -38.7% | +98.5% | +59.4% |
| All | +59.7% | -37.8% | +97.6% | +59.4% |
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