-48.6%
TOST vs MOH
-27.3%
-21.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -5.4% | +1.7% | -7.1% | -5.5% |
| 30D | -5.7% | -0.9% | -4.8% | -5.6% |
| 3M | +30.1% | +5.7% | +24.4% | +29.4% |
| 6M | +11.9% | +39.1% | -27.2% | +8.5% |
| YTD | -9.5% | +17.7% | -27.2% | -11.5% |
| 1Y | -21.3% | +8.4% | -29.6% | -22.5% |
| 3Y | +50.7% | -36.6% | +87.2% | +51.5% |
| All | -48.6% | -27.3% | -21.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling