-21.8%
MOS vs VTEB
+0.4%
-22.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.4% |
| 7D | -0.4% | -1.2% | +0.9% | +0.7% |
| 30D | +10.0% | -2.9% | +12.8% | +12.6% |
| 3M | +28.2% | -3.2% | +31.3% | +31.4% |
| 6M | -3.1% | -2.6% | -0.5% | -2.8% |
| YTD | +7.4% | -1.8% | +9.2% | +14.2% |
| 1Y | -21.8% | +0.2% | -22.1% | -9.4% |
| All | -21.8% | +0.4% | -22.3% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling