-22.5%
MOS vs VTEB
+28.0%
-50.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +24.8% | +0.7% | +24.1% | +24.1% |
| 30D | +22.7% | +4.0% | +18.6% | +18.5% |
| 3M | -1.2% | -0.5% | -0.7% | -0.7% |
| 6M | +5.5% | -0.6% | +6.2% | +6.3% |
| YTD | -2.0% | +0.4% | -2.4% | -2.2% |
| 1Y | -7.9% | +0.8% | -8.7% | -8.5% |
| 3Y | -25.0% | +11.5% | -36.4% | -32.0% |
| 5Y | -27.7% | +3.4% | -31.2% | -29.8% |
| 10Y | -1.6% | +23.5% | -25.1% | +36.4% |
| All | -22.5% | +28.0% | -50.5% | +30.8% |
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 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