+7.5%
MOS vs VT
+214.8%
-207.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +8.4% |
| 7D | +22.5% | -4.2% | +26.7% | +29.0% |
| 30D | +6.6% | -5.8% | +12.4% | +14.7% |
| 3M | -3.8% | -5.2% | +1.4% | +2.5% |
| 6M | -2.2% | +0.1% | -2.3% | -3.0% |
| YTD | -4.8% | +8.2% | -13.0% | -15.0% |
| 1Y | -11.7% | +10.1% | -21.8% | -23.0% |
| 3Y | -26.5% | +69.7% | -96.2% | -64.3% |
| 5Y | -32.2% | +53.4% | -85.6% | -62.2% |
| All | +7.5% | +214.8% | -207.3% | -75.9% |
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