+183.7%
MOH vs VTEB
+25.5%
+158.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.4% |
| 30D | -0.9% | -2.5% | +1.6% | +0.9% |
| 3M | +5.7% | -3.0% | +8.7% | +8.0% |
| 6M | +39.1% | -2.1% | +41.2% | +41.3% |
| YTD | +17.7% | -1.5% | +19.2% | +19.0% |
| 1Y | +8.4% | +0.2% | +8.2% | +8.3% |
| 3Y | -36.6% | +8.6% | -45.1% | -39.7% |
| 5Y | -19.1% | +1.2% | -20.3% | -19.5% |
| 10Y | +262.8% | +18.1% | +244.7% | +267.1% |
| All | +183.7% | +25.5% | +158.2% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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