+396.3%
VUG vs MOS
+6.2%
+390.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +0.9% | +2.5% |
| 7D | +0.5% | +19.7% | -19.2% | -2.7% |
| 30D | -8.2% | +21.5% | -29.7% | -11.4% |
| 3M | -5.4% | -0.4% | -5.0% | -6.0% |
| 6M | -2.5% | +4.5% | -7.1% | -4.3% |
| YTD | +4.2% | -2.9% | +7.1% | +2.7% |
| 1Y | +5.0% | -7.7% | +12.7% | +4.2% |
| 3Y | +81.7% | -25.6% | +107.4% | +83.5% |
| 5Y | +62.5% | -31.2% | +93.7% | +60.9% |
| 10Y | +396.3% | +2.8% | +393.5% | +319.9% |
| All | +396.3% | +6.2% | +390.2% | +319.9% |
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