-13.6%
MOS vs VTEB
+26.7%
-40.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | -0.8% | +10.3% | +10.3% |
| 30D | +10.4% | -1.3% | +11.8% | +11.7% |
| 3M | +12.9% | -2.1% | +15.0% | +15.1% |
| 6M | +1.2% | -1.7% | +2.9% | +2.8% |
| YTD | +9.3% | -0.6% | +9.9% | +10.0% |
| 1Y | -18.0% | +3.1% | -21.1% | -20.1% |
| 3Y | -29.0% | +9.2% | -38.3% | -34.5% |
| 5Y | -9.6% | +2.2% | -11.7% | -11.2% |
| 10Y | +6.1% | +18.8% | -12.7% | +31.1% |
| All | -13.6% | +26.7% | -40.3% | +47.0% |
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