+94.1%
MOS vs VIG
+630.3%
-536.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +21.6% | -1.8% | +23.4% | +24.7% |
| 30D | +12.0% | +2.7% | +9.3% | +7.8% |
| 3M | -3.9% | 0.0% | -3.9% | -4.1% |
| 6M | -3.3% | +6.8% | -10.1% | -11.7% |
| YTD | -4.6% | +12.1% | -16.7% | -18.8% |
| 1Y | -7.0% | +14.8% | -21.8% | -23.4% |
| 3Y | -24.4% | +62.4% | -86.8% | -61.8% |
| 5Y | -32.1% | +59.6% | -91.7% | -65.1% |
| 10Y | +10.3% | +261.5% | -251.1% | -82.2% |
| All | +94.1% | +630.3% | -536.2% | -88.3% |
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