-36.8%
MOS vs VT
+60.6%
-97.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.7% | +15.7% | +15.7% |
| 7D | +17.9% | -0.3% | +18.3% | +18.5% |
| 30D | +1.6% | -1.4% | +3.0% | +3.1% |
| 3M | -4.0% | -1.4% | -2.6% | -2.7% |
| 6M | -4.1% | +5.5% | -9.6% | -9.1% |
| YTD | -7.8% | +12.8% | -20.6% | -18.5% |
| 1Y | -15.6% | +15.4% | -31.0% | -27.2% |
| 3Y | -28.9% | +76.9% | -105.7% | -60.7% |
| 5Y | -36.8% | +60.4% | -97.2% | -60.9% |
| All | -36.8% | +60.6% | -97.4% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling