+990.1%
VZ vs MOS
+155.8%
+834.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +0.1% | +9.5% | -9.5% | -0.8% |
| 30D | +7.9% | +10.4% | -2.5% | +6.8% |
| 3M | +13.6% | +12.9% | +0.8% | +12.0% |
| 6M | +1.1% | +1.2% | -0.1% | +0.3% |
| YTD | +29.3% | +9.3% | +20.0% | +27.2% |
| 1Y | +21.2% | -18.0% | +39.2% | +22.4% |
| 3Y | +75.9% | -29.0% | +104.9% | +78.1% |
| 5Y | +24.1% | -9.6% | +33.7% | +20.1% |
| 10Y | +62.4% | +6.1% | +56.3% | +46.3% |
| All | +990.1% | +155.8% | +834.3% | +639.9% |
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 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