+732.2%
VTV vs MOS
+181.9%
+550.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.1% | +1.6% |
| 7D | -0.5% | +19.7% | -20.2% | -4.5% |
| 30D | +3.1% | +21.5% | -18.4% | -1.5% |
| 3M | +1.8% | -0.4% | +2.3% | +1.1% |
| 6M | +10.9% | +4.5% | +6.3% | +8.3% |
| YTD | +20.9% | -2.9% | +23.8% | +18.7% |
| 1Y | +24.6% | -7.7% | +32.4% | +23.5% |
| 3Y | +78.6% | -25.6% | +104.2% | +80.8% |
| 5Y | +76.4% | -31.2% | +107.6% | +73.6% |
| 10Y | +230.7% | +2.8% | +227.9% | +166.6% |
| All | +732.2% | +181.9% | +550.3% | +371.5% |
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