-74.9%
MOS vs VT
+374.2%
-449.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| YTD | +9.3% | +15.3% | -6.0% | -9.7% |
| 1Y | -18.0% | +22.6% | -40.6% | -37.4% |
| 3Y | -29.0% | +74.7% | -103.7% | -66.2% |
| 5Y | -9.6% | +66.1% | -75.7% | -54.4% |
| 10Y | +6.1% | +225.0% | -218.9% | -76.2% |
| All | -74.9% | +374.2% | -449.0% | -96.5% |
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