-81.9%
MOS vs VT
+356.1%
-438.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.0% | -1.6% | -0.4% | 0.0% |
| 30D | -12.6% | -2.5% | -10.1% | -9.8% |
| 3M | -14.8% | -1.3% | -13.5% | -13.6% |
| 6M | -18.9% | +3.1% | -22.0% | -22.4% |
| YTD | -21.4% | +10.9% | -32.4% | -31.9% |
| 1Y | -29.9% | +12.1% | -42.0% | -40.2% |
| 3Y | -39.4% | +73.9% | -113.3% | -71.1% |
| 5Y | -47.1% | +58.0% | -105.1% | -71.6% |
| 10Y | -7.8% | +225.5% | -233.3% | -79.4% |
| All | -81.9% | +356.1% | -438.0% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling