-36.8%
MOS vs VCLT
+103.4%
-140.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +10.4% | -0.9% | +11.3% | +10.5% |
| 3M | +12.9% | -3.2% | +16.1% | +13.4% |
| 6M | +1.2% | -3.8% | +5.1% | +1.8% |
| YTD | +9.3% | -2.0% | +11.3% | +9.6% |
| 1Y | -18.0% | -0.8% | -17.2% | -17.9% |
| 3Y | -29.0% | +12.3% | -41.3% | -30.0% |
| 5Y | -9.6% | -15.4% | +5.8% | -9.9% |
| 10Y | +6.1% | +15.7% | -9.7% | +11.4% |
| All | -36.8% | +103.4% | -140.2% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling