+2.8%
MOS vs VO
+206.8%
-204.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | -1.4% |
| 7D | +19.7% | -0.1% | +19.8% | +19.6% |
| 30D | +21.5% | +0.5% | +21.0% | +20.4% |
| 3M | -0.4% | -1.0% | +0.6% | +0.3% |
| 6M | +4.5% | +6.4% | -1.9% | -3.4% |
| YTD | -2.9% | +13.6% | -16.5% | -17.3% |
| 1Y | -7.7% | +14.5% | -22.2% | -22.1% |
| 3Y | -25.6% | +67.2% | -92.9% | -61.1% |
| 5Y | -31.2% | +36.1% | -67.2% | -53.6% |
| 10Y | +2.8% | +199.3% | -196.5% | -73.2% |
| All | +2.8% | +206.8% | -204.0% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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