+62.5%
VUG vs MOS
-33.6%
+96.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +2.5% | -2.0% | +4.5% | +2.8% |
| 30D | -6.3% | +15.3% | -21.6% | -8.4% |
| 3M | -6.0% | +1.5% | -7.5% | -6.7% |
| 6M | -3.5% | -2.0% | -1.6% | -4.1% |
| YTD | +3.9% | -6.5% | +10.4% | +3.1% |
| 1Y | +5.1% | -11.1% | +16.2% | +4.9% |
| 3Y | +77.9% | -30.3% | +108.1% | +80.6% |
| All | +62.5% | -33.6% | +96.1% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling