+2.8%
MOS vs VFC
-44.8%
+47.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.0% |
| 7D | +19.7% | +7.7% | +12.0% | +17.1% |
| 30D | +21.5% | +39.2% | -17.7% | +9.7% |
| 3M | -0.4% | +40.3% | -40.7% | -10.7% |
| 6M | +4.5% | +11.4% | -6.8% | -0.3% |
| YTD | -2.9% | +17.5% | -20.4% | -9.7% |
| 1Y | -7.7% | +45.9% | -53.6% | -20.2% |
| 3Y | -25.6% | +47.3% | -73.0% | -46.2% |
| 5Y | -31.2% | -67.2% | +36.0% | -2.2% |
| 10Y | +2.8% | -46.1% | +48.9% | +22.0% |
| All | +2.8% | -44.8% | +47.6% | +22.0% |
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