-40.8%
MOH vs VLTO
+25.1%
-65.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -4.2% | -2.6% | -1.6% | -4.0% |
| 30D | -2.4% | -2.5% | +0.1% | -2.2% |
| 3M | -4.4% | +10.1% | -14.5% | -5.3% |
| 6M | +32.9% | +1.0% | +31.9% | +32.0% |
| YTD | +11.9% | -4.8% | +16.7% | +11.3% |
| 1Y | +6.9% | -9.3% | +16.3% | +6.5% |
| All | -40.8% | +25.1% | -65.9% | -42.9% |
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