+213.0%
VT vs MOS
+8.5%
+204.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.7% |
| 7D | -4.2% | +22.5% | -26.7% | -7.9% |
| 30D | -5.8% | +6.6% | -12.4% | -7.3% |
| 3M | -5.2% | -3.8% | -1.4% | -5.2% |
| 6M | +0.1% | -2.2% | +2.3% | -0.6% |
| YTD | +8.2% | -4.8% | +13.0% | +7.0% |
| 1Y | +10.1% | -11.7% | +21.8% | +10.2% |
| 3Y | +69.7% | -26.5% | +96.2% | +72.0% |
| 5Y | +53.4% | -32.2% | +85.6% | +51.3% |
| All | +213.0% | +8.5% | +204.5% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling