-4.7%
TOST vs MOS
-11.3%
+6.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +9.4% | +21.6% | -12.1% | +6.8% |
| 30D | +13.5% | +12.0% | +1.5% | +11.6% |
| 3M | -0.1% | -3.9% | +3.7% | -0.3% |
| 6M | +22.5% | -3.3% | +25.8% | +21.5% |
| YTD | -2.4% | -4.6% | +2.3% | -4.3% |
| 1Y | -4.7% | -7.0% | +2.3% | -6.5% |
| All | -4.7% | -11.3% | +6.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling