-32.2%
MOS vs VO
+33.1%
-65.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +6.6% |
| 7D | +22.5% | -3.3% | +25.8% | +26.4% |
| 30D | +6.6% | -1.8% | +8.5% | +8.3% |
| 3M | -3.8% | -3.4% | -0.4% | -1.0% |
| 6M | -2.2% | +3.0% | -5.2% | -5.2% |
| YTD | -4.8% | +10.7% | -15.5% | -14.1% |
| 1Y | -11.7% | +11.8% | -23.5% | -21.1% |
| 3Y | -26.5% | +60.4% | -86.9% | -53.9% |
| 5Y | -32.2% | +33.6% | -65.8% | -49.3% |
| All | -32.2% | +33.1% | -65.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling