+8.2%
MOS vs VT
+224.5%
-216.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +0.4% | +9.1% | +8.9% |
| 30D | +10.4% | +1.0% | +9.4% | +8.9% |
| 3M | +12.9% | +2.4% | +10.5% | +9.3% |
| 6M | +1.2% | +12.0% | -10.8% | -12.9% |
| YTD | +9.3% | +15.3% | -6.0% | -9.6% |
| 1Y | -18.0% | +22.6% | -40.6% | -37.3% |
| 3Y | -29.0% | +74.7% | -103.7% | -66.5% |
| 5Y | -9.6% | +66.1% | -75.7% | -54.4% |
| All | +8.2% | +224.5% | -216.3% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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