-25.6%
MOS vs VLTO
+56.1%
-81.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +19.7% | +2.0% | +17.6% | +19.0% |
| 30D | +21.5% | +21.8% | -0.3% | +15.1% |
| 3M | -0.4% | +20.2% | -20.6% | -5.4% |
| 6M | +4.5% | +36.3% | -31.8% | -4.2% |
| YTD | -2.9% | +18.8% | -21.7% | -7.7% |
| 1Y | -7.7% | +20.4% | -28.1% | -12.7% |
| 3Y | -25.6% | +71.9% | -97.6% | -32.5% |
| All | -25.6% | +56.1% | -81.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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