+133.8%
VGT vs MOS
-8.7%
+142.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.0% | +9.5% | -8.5% | -0.5% |
| 30D | +1.3% | +10.4% | -9.1% | -0.4% |
| 3M | -1.1% | +12.9% | -14.0% | -3.5% |
| 6M | +32.6% | +1.2% | +31.4% | +31.0% |
| YTD | +29.0% | +9.3% | +19.7% | +25.3% |
| 1Y | +39.7% | -18.0% | +57.7% | +42.4% |
| 3Y | +120.9% | -29.0% | +149.9% | +125.2% |
| All | +133.8% | -8.7% | +142.5% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling