-23.5%
MSOS vs VT
+73.6%
-97.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.9% | +6.9% |
| 7D | +11.1% | -1.6% | +12.7% | +13.1% |
| 30D | +0.4% | -2.5% | +2.9% | +3.4% |
| 3M | +6.7% | -1.3% | +8.0% | +8.3% |
| 6M | -10.9% | +3.1% | -14.0% | -13.8% |
| YTD | -4.9% | +10.9% | -15.8% | -14.2% |
| 1Y | +3.7% | +12.1% | -8.4% | -7.9% |
| All | -23.5% | +73.6% | -97.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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