-24.4%
MOS vs VO
+60.2%
-84.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.3% |
| 7D | +21.6% | -2.6% | +24.1% | +24.4% |
| 30D | +12.0% | -0.9% | +12.9% | +12.6% |
| 3M | -3.9% | -3.0% | -0.9% | -1.5% |
| 6M | -3.3% | +2.2% | -5.5% | -5.8% |
| YTD | -4.6% | +10.6% | -15.2% | -14.2% |
| 1Y | -7.0% | +12.5% | -19.5% | -17.7% |
| 3Y | -24.4% | +61.4% | -85.8% | -55.9% |
| All | -24.4% | +60.2% | -84.6% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling