+359.2%
VT vs MOS
-82.2%
+441.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | -2.5% | -12.6% | +10.1% | +0.4% |
| 3M | -1.3% | -14.8% | +13.5% | +1.9% |
| 6M | +3.1% | -18.9% | +22.0% | +7.1% |
| YTD | +10.9% | -21.4% | +32.4% | +14.7% |
| 1Y | +12.1% | -29.9% | +42.0% | +18.8% |
| 3Y | +73.9% | -39.4% | +113.3% | +85.6% |
| 5Y | +58.0% | -47.1% | +105.1% | +65.2% |
| 10Y | +225.5% | -7.8% | +233.3% | +155.9% |
| All | +359.2% | -82.2% | +441.4% | +269.4% |
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