+769.3%
VST vs MOS
-8.7%
+778.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | +8.9% | +9.5% | -0.6% | +7.0% |
| 30D | +6.2% | +10.4% | -4.2% | +4.0% |
| 3M | -2.7% | +12.9% | -15.6% | -5.6% |
| 6M | -8.4% | +1.2% | -9.6% | -9.5% |
| YTD | -7.2% | +9.3% | -16.5% | -10.2% |
| 1Y | -20.9% | -18.0% | -2.9% | -19.0% |
| 3Y | +384.0% | -29.0% | +413.0% | +396.9% |
| All | +769.3% | -8.7% | +778.1% | +769.6% |
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