+217.4%
MOS vs VO
+827.2%
-609.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.7% |
| 7D | +9.5% | -0.3% | +9.8% | +9.8% |
| 30D | +10.4% | -0.3% | +10.8% | +10.7% |
| 3M | +12.9% | +2.9% | +9.9% | +8.7% |
| 6M | +1.2% | +9.3% | -8.1% | -9.9% |
| YTD | +9.3% | +14.2% | -4.9% | -8.1% |
| 1Y | -18.0% | +15.3% | -33.2% | -31.8% |
| 3Y | -29.0% | +56.2% | -85.3% | -60.6% |
| 5Y | -9.6% | +42.4% | -52.0% | -44.5% |
| 10Y | +6.1% | +194.7% | -188.7% | -73.5% |
| All | +217.4% | +827.2% | -609.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling