-24.5%
MOS vs VLTO
+68.7%
-93.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +22.5% | +12.0% | +10.5% | +18.3% |
| 30D | +6.6% | +20.8% | -14.2% | +0.5% |
| 3M | -3.8% | +20.1% | -23.9% | -9.3% |
| 6M | -2.2% | +32.6% | -34.8% | -10.7% |
| YTD | -4.8% | +17.3% | -22.1% | -9.7% |
| 1Y | -11.7% | +17.3% | -29.0% | -16.4% |
| All | -24.5% | +68.7% | -93.2% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling