-31.0%
TOST vs MOS
-30.3%
-0.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +3.0% | +24.8% | -21.9% | -3.4% |
| 30D | +10.3% | +22.7% | -12.4% | +3.8% |
| 3M | -3.3% | -1.2% | -2.1% | -3.7% |
| 6M | +37.8% | +5.5% | +32.3% | +33.9% |
| YTD | -2.8% | -2.0% | -0.8% | -5.6% |
| 1Y | -9.6% | -7.9% | -1.6% | -10.7% |
| 3Y | +144.6% | -25.0% | +169.6% | +150.4% |
| 5Y | -31.0% | -27.7% | -3.2% | -48.9% |
| All | -31.0% | -30.3% | -0.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling