+340.2%
MOH vs VT
+224.4%
+115.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.6% |
| 7D | -7.6% | -0.7% | -6.9% | -7.2% |
| 30D | +2.4% | -1.7% | +4.1% | +3.6% |
| 3M | +7.6% | -2.3% | +9.9% | +9.2% |
| 6M | +13.0% | +1.5% | +11.5% | +11.3% |
| YTD | +20.6% | +12.0% | +8.5% | +9.4% |
| 1Y | +45.8% | +12.9% | +32.9% | +31.6% |
| 3Y | -41.6% | +74.9% | -116.5% | -63.8% |
| 5Y | -33.1% | +59.9% | -93.0% | -55.3% |
| 10Y | +340.2% | +224.6% | +115.6% | +49.7% |
| All | +340.2% | +224.4% | +115.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling