+8.5%
MOS vs VIG
+241.8%
-233.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | +9.5% | -0.4% | +10.0% | +10.1% |
| 30D | +10.4% | -1.0% | +11.4% | +11.6% |
| 3M | +12.9% | +2.8% | +10.1% | +9.3% |
| 6M | +1.2% | +8.2% | -7.0% | -8.0% |
| YTD | +9.3% | +11.0% | -1.7% | -3.9% |
| 1Y | -18.0% | +16.1% | -34.1% | -31.6% |
| 3Y | -29.0% | +56.2% | -85.2% | -59.2% |
| 5Y | -9.6% | +63.0% | -72.6% | -51.0% |
| All | +8.5% | +241.8% | -233.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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