-39.3%
VG vs MOS
-6.1%
-33.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +1.7% | +9.5% | -7.8% | -1.3% |
| 30D | +16.0% | +10.4% | +5.6% | +12.1% |
| 3M | +9.7% | +12.9% | -3.2% | +4.6% |
| 6M | +29.6% | +1.2% | +28.3% | +26.0% |
| YTD | +112.0% | +9.3% | +102.7% | +96.7% |
| 1Y | +12.8% | -18.0% | +30.8% | +24.5% |
| All | -39.3% | -6.1% | -33.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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