+500.1%
VST vs MOS
-31.6%
+531.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.3% | -9.4% | -6.7% |
| 7D | -19.9% | +22.5% | -42.4% | -23.4% |
| 30D | -29.7% | +6.6% | -36.3% | -30.9% |
| 3M | -19.6% | -3.8% | -15.8% | -19.3% |
| 6M | -29.4% | -2.2% | -27.2% | -29.8% |
| YTD | -29.7% | -4.8% | -24.9% | -30.4% |
| 1Y | -40.0% | -11.7% | -28.3% | -39.8% |
| 3Y | +231.0% | -26.5% | +257.5% | +238.5% |
| 5Y | +500.1% | -32.2% | +532.3% | +500.2% |
| All | +500.1% | -31.6% | +531.6% | +500.2% |
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 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