+7.6%
MOS vs VCLT
+18.4%
-10.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +21.6% | +0.3% | +21.3% | +21.5% |
| 30D | +12.0% | +3.7% | +8.3% | +10.3% |
| 3M | -3.9% | -1.0% | -2.9% | -3.5% |
| 6M | -3.3% | -3.4% | 0.0% | -1.9% |
| YTD | -4.6% | -2.6% | -2.0% | -3.5% |
| 1Y | -7.0% | -3.3% | -3.7% | -5.7% |
| 3Y | -24.4% | +17.3% | -41.8% | -29.2% |
| 5Y | -32.1% | -17.0% | -15.1% | -26.7% |
| All | +7.6% | +18.4% | -10.7% | +19.7% |
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