+16.3%
MOS vs VYM
+202.0%
-185.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +1.7% | -1.0% | +2.6% | +3.0% |
| 30D | +11.7% | -2.0% | +13.7% | +14.8% |
| 3M | +23.2% | +3.1% | +20.1% | +18.2% |
| 6M | -1.6% | +8.9% | -10.5% | -12.6% |
| YTD | +10.8% | +14.7% | -3.9% | -8.5% |
| 1Y | -16.2% | +19.4% | -35.6% | -34.5% |
| 3Y | -24.2% | +65.4% | -89.6% | -63.0% |
| 5Y | -6.6% | +77.6% | -84.2% | -58.3% |
| 10Y | +16.3% | +207.8% | -191.5% | -73.6% |
| All | +16.3% | +202.0% | -185.7% | -73.6% |
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