-22.3%
MOH vs VCLT
-17.2%
-5.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +1.7% | -1.4% | +3.1% | +2.0% |
| 30D | -0.9% | -1.2% | +0.3% | -0.6% |
| 3M | +5.7% | -4.8% | +10.5% | +7.0% |
| 6M | +39.1% | -2.6% | +41.7% | +39.8% |
| YTD | +17.7% | -3.3% | +21.0% | +18.6% |
| 1Y | +8.4% | -4.8% | +13.2% | +9.7% |
| 3Y | -36.6% | +11.5% | -48.1% | -38.1% |
| All | -22.3% | -17.2% | -5.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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