+232.9%
VTV vs MOS
+12.0%
+221.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -0.7% | +1.7% | -2.3% | -1.0% |
| 30D | -0.5% | +11.7% | -12.2% | -2.7% |
| 3M | +5.3% | +23.2% | -17.9% | +0.6% |
| 6M | +12.9% | -1.6% | +14.5% | +11.8% |
| YTD | +18.5% | +10.8% | +7.6% | +14.2% |
| 1Y | +25.3% | -16.2% | +41.5% | +27.2% |
| 3Y | +68.2% | -24.2% | +92.4% | +70.4% |
| 5Y | +80.6% | -6.6% | +87.3% | +66.2% |
| 10Y | +232.9% | +16.3% | +216.6% | +163.0% |
| All | +232.9% | +12.0% | +221.0% | +163.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling