+12.6%
MOS vs VCLT
+15.5%
-3.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | +15.0% | -0.6% | +15.6% | +15.3% |
| 3M | +24.1% | -2.2% | +26.3% | +25.3% |
| 6M | +2.7% | -2.9% | +5.6% | +4.0% |
| YTD | +12.2% | -2.1% | +14.2% | +13.2% |
| 1Y | -16.3% | -2.6% | -13.7% | -15.4% |
| 3Y | -23.3% | +12.5% | -35.8% | -27.1% |
| 5Y | -4.2% | -15.3% | +11.1% | +2.3% |
| 10Y | +12.6% | +16.6% | -4.1% | +25.0% |
| All | +12.6% | +15.5% | -3.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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