+2,267.4%
VGT vs MOS
+217.4%
+2,050.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.0% | +9.5% | -8.5% | -1.0% |
| 30D | +1.3% | +10.4% | -9.1% | -1.0% |
| 3M | -1.1% | +12.9% | -14.0% | -4.2% |
| 6M | +32.6% | +1.2% | +31.4% | +30.5% |
| YTD | +29.0% | +9.3% | +19.7% | +24.4% |
| 1Y | +39.7% | -18.0% | +57.7% | +42.6% |
| 3Y | +120.9% | -29.0% | +149.9% | +127.2% |
| 5Y | +133.6% | -9.6% | +143.1% | +118.1% |
| 10Y | +792.6% | +6.1% | +786.5% | +621.9% |
| All | +2,267.4% | +217.4% | +2,050.0% | +1,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling