-24.9%
MOS vs VLTO
+56.3%
-81.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +24.8% | +1.6% | +23.2% | +24.3% |
| 30D | +22.7% | +22.0% | +0.7% | +16.2% |
| 3M | -1.2% | +21.9% | -23.1% | -6.5% |
| 6M | +5.5% | +36.5% | -31.0% | -3.3% |
| YTD | -2.0% | +19.0% | -20.9% | -6.9% |
| 1Y | -7.9% | +21.0% | -28.9% | -13.1% |
| 3Y | -25.0% | +69.9% | -94.9% | -32.0% |
| All | -24.9% | +56.3% | -81.2% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling