+716.2%
VTV vs MOS
+176.9%
+539.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.2% | +21.6% | -23.8% | -6.5% |
| 30D | +2.2% | +12.0% | -9.8% | -0.7% |
| 3M | +0.3% | -3.9% | +4.2% | +0.3% |
| 6M | +8.3% | -3.3% | +11.6% | +7.6% |
| YTD | +18.5% | -4.6% | +23.2% | +16.8% |
| 1Y | +23.0% | -7.0% | +30.0% | +21.6% |
| 3Y | +72.6% | -24.4% | +97.1% | +74.0% |
| 5Y | +73.3% | -32.1% | +105.4% | +70.9% |
| 10Y | +238.2% | +10.3% | +227.9% | +168.2% |
| All | +716.2% | +176.9% | +539.3% | +364.2% |
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