+918.2%
VZ vs MOS
+122.8%
+795.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.4% |
| 7D | +5.6% | +22.5% | -16.9% | +3.4% |
| 30D | +1.9% | +6.6% | -4.8% | +1.1% |
| 3M | +0.8% | -3.8% | +4.6% | +0.9% |
| 6M | +0.6% | -2.2% | +2.8% | +0.3% |
| YTD | +20.8% | -4.8% | +25.5% | +20.2% |
| 1Y | +23.9% | -11.7% | +35.6% | +24.1% |
| 3Y | +55.7% | -26.5% | +82.2% | +56.9% |
| 5Y | +21.5% | -32.2% | +53.7% | +20.9% |
| 10Y | +68.5% | +10.2% | +58.3% | +50.8% |
| All | +918.2% | +122.8% | +795.4% | +599.0% |
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