+57.7%
VT vs MOS
-46.9%
+104.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -2.5% | -12.6% | +10.1% | -0.7% |
| 3M | -1.3% | -14.8% | +13.5% | +0.7% |
| 6M | +3.1% | -18.9% | +22.0% | +5.6% |
| YTD | +10.9% | -21.4% | +32.4% | +13.2% |
| 1Y | +12.1% | -29.9% | +42.0% | +16.3% |
| 3Y | +73.9% | -39.4% | +113.3% | +80.7% |
| All | +57.7% | -46.9% | +104.6% | +56.6% |
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