-29.8%
MOS vs VIG
+65.3%
-95.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.6% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | +21.0% | +4.9% | +16.0% | +15.0% |
| 3M | -0.5% | +2.9% | -3.4% | -3.6% |
| 6M | +6.6% | +11.2% | -4.6% | -4.7% |
| YTD | -2.8% | +16.0% | -18.7% | -16.9% |
| 1Y | -8.1% | +17.0% | -25.0% | -22.1% |
| 3Y | -25.6% | +66.9% | -92.4% | -56.9% |
| 5Y | -29.8% | +65.8% | -95.6% | -59.4% |
| All | -29.8% | +65.3% | -95.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling