-49.4%
VG vs MOS
-20.8%
-28.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +17.4% | -25.1% | -11.7% |
| 7D | -16.4% | +17.9% | -34.3% | -20.3% |
| 30D | -10.8% | +1.6% | -12.3% | -11.1% |
| 3M | -6.3% | -4.0% | -2.3% | -5.4% |
| 6M | -12.5% | -4.1% | -8.4% | -12.7% |
| YTD | +76.9% | -7.8% | +84.7% | +73.2% |
| 1Y | +51.8% | -15.6% | +67.4% | +55.3% |
| All | -49.4% | -20.8% | -28.6% | -46.0% |
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