+1,285.1%
MOH vs VCLT
+100.6%
+1,184.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +3.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +3.0% | -1.1% | +4.1% | +3.0% |
| 3M | +1.2% | -3.7% | +4.9% | +1.4% |
| 6M | +41.7% | -4.0% | +45.7% | +42.1% |
| YTD | +15.4% | -3.4% | +18.8% | +15.7% |
| 1Y | +11.8% | -4.1% | +15.9% | +12.1% |
| 3Y | -37.5% | +11.0% | -48.5% | -37.7% |
| 5Y | -20.6% | -17.0% | -3.6% | -21.8% |
| 10Y | +255.8% | +16.7% | +239.1% | +271.4% |
| All | +1,285.1% | +100.6% | +1,184.5% | +1,851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling