+0.6%
MOS vs VYM
+207.1%
-206.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -2.1% |
| 7D | +5.5% | -0.2% | +5.6% | +5.3% |
| 30D | +21.0% | +3.6% | +17.3% | +14.8% |
| 3M | -0.5% | -0.1% | -0.3% | -0.6% |
| 6M | +6.6% | +7.1% | -0.5% | -3.3% |
| YTD | -2.8% | +17.0% | -19.8% | -22.1% |
| 1Y | -8.1% | +19.0% | -27.0% | -28.1% |
| 3Y | -25.6% | +74.4% | -100.0% | -66.5% |
| 5Y | -29.8% | +72.7% | -102.4% | -67.4% |
| 10Y | +0.6% | +206.6% | -206.1% | -76.9% |
| All | +0.6% | +207.1% | -206.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling