+230.7%
VTV vs MOS
+6.2%
+224.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.6% |
| 7D | -0.5% | +19.7% | -20.2% | -4.1% |
| 30D | +3.1% | +21.5% | -18.4% | -1.0% |
| 3M | +1.8% | -0.4% | +2.3% | +1.2% |
| 6M | +10.9% | +4.5% | +6.3% | +8.7% |
| YTD | +20.9% | -2.9% | +23.8% | +18.9% |
| 1Y | +24.6% | -7.7% | +32.4% | +23.6% |
| 3Y | +78.6% | -25.6% | +104.2% | +80.7% |
| 5Y | +76.4% | -31.2% | +107.6% | +72.9% |
| 10Y | +230.7% | +2.8% | +227.9% | +162.0% |
| All | +230.7% | +6.2% | +224.6% | +162.0% |
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 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