-2.6%
MOS vs VFC
-48.7%
+46.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +5.5% | -1.4% | +6.8% | +5.9% |
| 30D | +21.0% | +30.7% | -9.8% | +11.3% |
| 3M | -0.5% | +40.6% | -41.1% | -10.8% |
| 6M | +6.6% | +16.5% | -9.9% | +0.3% |
| YTD | -2.8% | +16.2% | -18.9% | -9.3% |
| 1Y | -8.1% | +42.4% | -50.5% | -19.9% |
| 3Y | -25.6% | +48.1% | -73.7% | -46.3% |
| 5Y | -29.8% | -67.8% | +38.1% | +0.5% |
| All | -2.6% | -48.7% | +46.2% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling