-4.2%
MOS vs VTEB
+2.3%
-6.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | +15.0% | -1.6% | +16.6% | +16.0% |
| 3M | +24.1% | -2.0% | +26.1% | +25.3% |
| 6M | +2.7% | -1.7% | +4.4% | +3.6% |
| YTD | +12.2% | -0.6% | +12.8% | +12.6% |
| 1Y | -16.3% | +1.8% | -18.1% | -16.8% |
| 3Y | -23.3% | +9.6% | -32.9% | -26.2% |
| 5Y | -4.2% | +2.1% | -6.2% | -24.8% |
| All | -4.2% | +2.3% | -6.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling