+96.8%
MOO vs VT
+374.2%
-277.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | +8.1% | +1.0% | +7.2% | +7.0% |
| 3M | +9.5% | +2.4% | +7.1% | +6.5% |
| 6M | +6.2% | +12.0% | -5.8% | -5.8% |
| YTD | +20.7% | +15.3% | +5.3% | +3.9% |
| 1Y | +21.7% | +22.6% | -0.9% | -1.5% |
| 3Y | +13.8% | +74.7% | -60.9% | -36.0% |
| 5Y | +5.4% | +66.1% | -60.8% | -38.1% |
| 10Y | +108.6% | +225.0% | -116.4% | -38.6% |
| All | +96.8% | +374.2% | -277.4% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling