-23.3%
MOS vs VYM
+66.8%
-90.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +3.2% |
| 7D | +7.1% | +0.1% | +6.9% | +6.9% |
| 30D | +15.0% | -1.3% | +16.3% | +16.8% |
| 3M | +24.1% | +4.1% | +20.0% | +18.3% |
| 6M | +2.7% | +9.8% | -7.1% | -8.1% |
| YTD | +12.2% | +15.3% | -3.1% | -5.3% |
| 1Y | -16.3% | +20.0% | -36.3% | -32.6% |
| 3Y | -23.3% | +66.2% | -89.5% | -63.2% |
| All | -23.3% | +66.8% | -90.1% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling