-38.8%
MOH vs VLTO
+27.2%
-66.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +2.9% | -0.9% | +3.8% | +2.9% |
| 3M | +4.1% | +13.8% | -9.7% | +2.9% |
| 6M | +33.8% | +2.0% | +31.8% | +32.7% |
| YTD | +15.7% | -3.2% | +18.9% | +15.0% |
| 1Y | +17.5% | -9.2% | +26.7% | +16.9% |
| All | -38.8% | +27.2% | -66.0% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling