-43.8%
TOST vs MOS
-22.2%
-21.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.4% |
| 7D | +11.6% | +22.5% | -10.9% | +5.7% |
| 30D | +16.2% | +6.6% | +9.6% | +13.8% |
| 3M | +1.0% | -3.8% | +4.8% | +1.3% |
| 6M | +23.2% | -2.2% | +25.4% | +22.4% |
| YTD | -1.0% | -4.8% | +3.8% | -2.9% |
| 1Y | -9.9% | -11.7% | +1.8% | -9.8% |
| 3Y | +101.0% | -26.5% | +127.5% | +106.2% |
| 5Y | -40.4% | -32.2% | -8.2% | -42.6% |
| All | -43.8% | -22.2% | -21.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling