-23.2%
MOS vs VTEB
+28.2%
-51.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +5.5% | +0.5% | +5.0% | +5.0% |
| 30D | +21.0% | +4.1% | +16.8% | +16.7% |
| 3M | -0.5% | -0.4% | 0.0% | 0.0% |
| 6M | +6.6% | -0.4% | +6.9% | +7.1% |
| YTD | -2.8% | +0.6% | -3.4% | -3.2% |
| 1Y | -8.1% | +0.8% | -8.8% | -8.6% |
| 3Y | -25.6% | +11.7% | -37.3% | -32.6% |
| 5Y | -29.8% | +3.8% | -33.5% | -31.9% |
| 10Y | +0.6% | +23.7% | -23.2% | +38.9% |
| All | -23.2% | +28.2% | -51.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling