+12.7%
MOS vs VTEB
+17.5%
-4.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.5% |
| 7D | +0.5% | -1.2% | +1.7% | +1.8% |
| 30D | +10.9% | -2.9% | +13.8% | +14.3% |
| 3M | +29.2% | -3.2% | +32.4% | +33.6% |
| 6M | -2.3% | -2.6% | +0.4% | +0.6% |
| YTD | +8.3% | -1.8% | +10.2% | +10.5% |
| 1Y | -21.2% | +0.2% | -21.4% | -21.3% |
| 3Y | -25.9% | +8.2% | -34.2% | -32.0% |
| 5Y | -9.4% | +0.8% | -10.2% | -9.9% |
| All | +12.7% | +17.5% | -4.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTEB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling