+1,144.5%
VUG vs MOS
+176.5%
+968.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.3% | -8.8% | -6.1% |
| 7D | -7.1% | +22.5% | -29.6% | -11.2% |
| 30D | -12.1% | +6.6% | -18.7% | -13.7% |
| 3M | -8.1% | -3.8% | -4.3% | -8.2% |
| 6M | -3.2% | -2.2% | -1.0% | -4.1% |
| YTD | +0.5% | -4.8% | +5.2% | -0.9% |
| 1Y | -0.7% | -11.7% | +11.0% | -0.8% |
| 3Y | +77.1% | -26.5% | +103.7% | +79.4% |
| 5Y | +56.2% | -32.2% | +88.4% | +54.6% |
| 10Y | +394.1% | +10.2% | +383.9% | +293.3% |
| All | +1,144.5% | +176.5% | +968.0% | +609.5% |
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