-15.6%
MOS vs VFC
+52.5%
-68.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.4% | +12.9% | +16.4% |
| 7D | +17.9% | +21.5% | -3.5% | +13.5% |
| 30D | +1.6% | +46.7% | -45.1% | -6.2% |
| 3M | -4.0% | +38.4% | -42.4% | -10.2% |
| 6M | -4.1% | +15.2% | -19.3% | -7.5% |
| YTD | -7.8% | +17.8% | -25.6% | -11.2% |
| 1Y | -15.6% | +55.6% | -71.1% | -25.5% |
| All | -15.6% | +52.5% | -68.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling