+742.6%
VGT vs MOS
-4.2%
+746.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.3% |
| 7D | +5.6% | -2.6% | +8.2% | +6.1% |
| 30D | -10.6% | +13.5% | -24.0% | -13.0% |
| 3M | -6.9% | -2.9% | -4.0% | -7.1% |
| 6M | +0.9% | -1.0% | +1.9% | -0.1% |
| YTD | +20.4% | -7.2% | +27.6% | +19.4% |
| 1Y | +17.4% | -11.4% | +28.8% | +17.2% |
| 3Y | +106.3% | -29.0% | +135.3% | +110.3% |
| 5Y | +107.9% | -34.0% | +141.9% | +107.0% |
| All | +742.6% | -4.2% | +746.8% | +612.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling