-36.0%
MOH vs VLTO
+55.4%
-91.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.2% |
| 30D | +0.2% | +18.7% | -18.5% | -1.7% |
| 3M | +1.8% | +21.7% | -19.9% | -0.3% |
| 6M | +9.5% | +35.8% | -26.3% | +6.0% |
| YTD | +20.9% | +18.3% | +2.7% | +17.6% |
| 1Y | +48.8% | +20.9% | +27.9% | +44.6% |
| 3Y | -41.4% | +68.8% | -110.2% | -44.6% |
| All | -36.0% | +55.4% | -91.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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