+223.0%
VT vs MOS
+5.8%
+217.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +0.4% | +9.5% | -9.1% | -1.3% |
| 30D | +1.0% | +10.4% | -9.4% | -1.0% |
| 3M | +2.4% | +12.9% | -10.5% | -0.4% |
| 6M | +12.0% | +1.2% | +10.8% | +10.4% |
| YTD | +15.3% | +9.3% | +6.0% | +11.7% |
| 1Y | +22.6% | -18.0% | +40.6% | +25.0% |
| 3Y | +74.7% | -29.0% | +103.7% | +79.2% |
| 5Y | +66.1% | -9.6% | +75.7% | +55.0% |
| All | +223.0% | +5.8% | +217.2% | +166.7% |
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