+60.4%
VT vs MOS
-37.7%
+98.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +17.4% | -15.7% | -0.8% |
| 7D | -0.3% | +17.9% | -18.3% | -2.8% |
| 30D | -1.4% | +1.6% | -3.0% | -1.9% |
| 3M | -1.4% | -4.0% | +2.6% | -1.3% |
| 6M | +5.5% | -4.1% | +9.6% | +5.2% |
| YTD | +12.8% | -7.8% | +20.6% | +12.3% |
| 1Y | +15.4% | -15.6% | +31.0% | +16.4% |
| 3Y | +76.9% | -28.9% | +105.7% | +79.3% |
| 5Y | +60.4% | -36.8% | +97.2% | +55.3% |
| All | +60.4% | -37.7% | +98.1% | +55.3% |
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