+99.6%
MOS vs VIG
+650.0%
-550.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.6% |
| 7D | +24.8% | +1.0% | +23.8% | +23.2% |
| 30D | +22.7% | +4.5% | +18.1% | +15.3% |
| 3M | -1.2% | +2.1% | -3.3% | -4.3% |
| 6M | +5.5% | +10.5% | -4.9% | -8.1% |
| YTD | -2.0% | +15.1% | -17.0% | -19.5% |
| 1Y | -7.9% | +16.9% | -24.8% | -26.1% |
| 3Y | -25.0% | +65.6% | -90.5% | -63.0% |
| 5Y | -27.7% | +64.4% | -92.1% | -64.4% |
| 10Y | -1.6% | +260.6% | -262.2% | -84.0% |
| All | +99.6% | +650.0% | -550.4% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling