-34.0%
MOS vs VCLT
-17.0%
-17.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.2% |
| 7D | -2.6% | -1.9% | -0.6% | -2.0% |
| 30D | +13.5% | +1.4% | +12.0% | +13.1% |
| 3M | -2.9% | -1.8% | -1.1% | -2.4% |
| 6M | -1.0% | -3.9% | +2.9% | +0.2% |
| YTD | -7.2% | -3.9% | -3.3% | -6.1% |
| 1Y | -11.4% | -4.7% | -6.7% | -10.2% |
| 3Y | -29.0% | +14.1% | -43.1% | -30.4% |
| 5Y | -34.0% | -16.6% | -17.4% | -43.1% |
| All | -34.0% | -17.0% | -17.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling