+234.0%
VTV vs MOS
+13.3%
+220.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | +0.3% | +7.1% | -6.8% | -1.0% |
| 30D | +0.1% | +15.0% | -14.9% | -2.7% |
| 3M | +6.2% | +24.1% | -17.9% | +1.3% |
| 6M | +13.5% | +2.7% | +10.8% | +11.5% |
| YTD | +18.9% | +12.2% | +6.7% | +14.3% |
| 1Y | +25.8% | -16.3% | +42.1% | +27.8% |
| 3Y | +68.7% | -23.3% | +92.0% | +70.5% |
| 5Y | +80.3% | -4.2% | +84.5% | +65.0% |
| All | +234.0% | +13.3% | +220.7% | +163.3% |
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 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