+286.3%
MOAT vs VT
+223.7%
+62.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -0.2% |
| 7D | +2.6% | +0.4% | +2.2% | +2.1% |
| 30D | +7.6% | -2.6% | +10.2% | +10.3% |
| 3M | +4.2% | -3.2% | +7.4% | +7.4% |
| 6M | +15.2% | +0.9% | +14.3% | +13.5% |
| YTD | +13.0% | +11.3% | +1.7% | +0.7% |
| 1Y | +18.6% | +14.0% | +4.6% | +3.1% |
| 3Y | +64.2% | +75.8% | -11.7% | -8.3% |
| 5Y | +59.4% | +57.8% | +1.6% | -0.6% |
| 10Y | +286.3% | +219.8% | +66.5% | +25.7% |
| All | +286.3% | +223.7% | +62.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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