-2.6%
MOS vs VTEB
+24.6%
-27.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.1% |
| 7D | +5.5% | +0.5% | +5.0% | +4.9% |
| 30D | +21.0% | +4.1% | +16.8% | +15.8% |
| 3M | -0.5% | -0.4% | 0.0% | +0.1% |
| 6M | +6.6% | -0.4% | +6.9% | +7.2% |
| YTD | -2.8% | +0.6% | -3.4% | -3.3% |
| 1Y | -8.1% | +0.8% | -8.8% | -8.7% |
| 3Y | -25.6% | +11.7% | -37.3% | -34.3% |
| 5Y | -29.8% | +3.8% | -33.5% | -32.3% |
| All | -2.6% | +24.6% | -27.1% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling