+962.7%
VST vs MOS
+5.4%
+957.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +17.4% | -31.2% | -17.6% |
| 7D | -15.7% | +17.9% | -33.7% | -19.5% |
| 30D | -17.0% | +1.6% | -18.5% | -18.1% |
| 3M | -15.9% | -4.0% | -11.9% | -16.1% |
| 6M | -25.0% | -4.1% | -20.9% | -25.5% |
| YTD | -25.1% | -7.8% | -17.3% | -25.7% |
| 1Y | -34.9% | -15.6% | -19.3% | -34.2% |
| 3Y | +252.7% | -28.9% | +281.5% | +263.0% |
| 5Y | +582.3% | -36.8% | +619.1% | +588.9% |
| 10Y | +1,076.6% | +6.7% | +1,069.9% | +794.4% |
| All | +962.7% | +5.4% | +957.3% | +704.4% |
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