+725.0%
VTV vs MOS
+217.4%
+507.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | +0.5% | +9.5% | -9.0% | -1.4% |
| 30D | +1.1% | +10.4% | -9.3% | -1.2% |
| 3M | +5.9% | +12.9% | -7.0% | +2.5% |
| 6M | +11.6% | +1.2% | +10.4% | +9.7% |
| YTD | +19.8% | +9.3% | +10.5% | +15.4% |
| 1Y | +26.2% | -18.0% | +44.2% | +28.8% |
| 3Y | +68.5% | -29.0% | +97.5% | +73.1% |
| 5Y | +79.9% | -9.6% | +89.5% | +67.0% |
| 10Y | +229.7% | +6.1% | +223.6% | +165.6% |
| All | +725.0% | +217.4% | +507.6% | +358.7% |
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