+56.7%
TOST vs MOS
-29.5%
+86.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -3.4% | +9.5% | -12.9% | -5.6% |
| 30D | -2.4% | +10.4% | -12.9% | -4.9% |
| 3M | +34.6% | +12.9% | +21.7% | +30.1% |
| 6M | +15.2% | +1.2% | +14.0% | +12.8% |
| YTD | -4.4% | +9.3% | -13.7% | -9.2% |
| 1Y | -17.4% | -18.0% | +0.6% | -14.4% |
| All | +56.7% | -29.5% | +86.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling