+70.1%
MOS vs VYM
+492.8%
-422.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.0% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +10.4% | -0.5% | +11.0% | +11.2% |
| 3M | +12.9% | +3.0% | +9.9% | +8.6% |
| 6M | +1.2% | +8.2% | -7.0% | -9.0% |
| YTD | +9.3% | +15.8% | -6.5% | -10.4% |
| 1Y | -18.0% | +20.8% | -38.8% | -36.4% |
| 3Y | -29.0% | +65.3% | -94.3% | -64.2% |
| 5Y | -9.6% | +76.6% | -86.2% | -57.7% |
| 10Y | +6.1% | +203.9% | -197.8% | -74.1% |
| All | +70.1% | +492.8% | -422.7% | -81.4% |
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