+792.6%
VGT vs MOS
+11.1%
+781.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +1.8% | +7.1% | -5.2% | +0.5% |
| 30D | -0.3% | +15.0% | -15.4% | -3.1% |
| 3M | +3.4% | +24.1% | -20.7% | -1.2% |
| 6M | +35.0% | +2.7% | +32.3% | +32.7% |
| YTD | +28.8% | +12.2% | +16.6% | +24.0% |
| 1Y | +38.0% | -16.3% | +54.3% | +40.2% |
| 3Y | +125.8% | -23.3% | +149.1% | +128.1% |
| 5Y | +134.7% | -4.2% | +138.9% | +118.0% |
| 10Y | +792.6% | +12.6% | +780.0% | +653.0% |
| All | +792.6% | +11.1% | +781.5% | +653.0% |
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 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