+51.1%
MOS vs VYM
+490.6%
-439.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | -1.3% |
| 7D | +19.7% | -0.7% | +20.3% | +20.6% |
| 30D | +21.5% | +2.5% | +19.0% | +17.3% |
| 3M | -0.4% | -1.2% | +0.8% | +0.9% |
| 6M | +4.5% | +5.9% | -1.4% | -3.4% |
| YTD | -2.9% | +15.4% | -18.3% | -20.2% |
| 1Y | -7.7% | +18.8% | -26.6% | -27.2% |
| 3Y | -25.6% | +73.8% | -99.5% | -65.2% |
| 5Y | -31.2% | +70.5% | -101.6% | -66.3% |
| 10Y | +2.8% | +203.2% | -200.3% | -74.9% |
| All | +51.1% | +490.6% | -439.5% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling