-30.3%
MOS vs VFC
+50.0%
-80.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | -2.0% | +1.6% | -3.6% | -2.2% |
| 30D | +15.3% | +25.5% | -10.2% | +11.0% |
| 3M | +1.5% | +41.3% | -39.8% | -4.4% |
| 6M | -2.0% | +22.2% | -24.2% | -5.8% |
| YTD | -6.5% | +16.4% | -22.9% | -9.7% |
| 1Y | -11.1% | +38.4% | -49.5% | -16.6% |
| 3Y | -30.3% | +56.2% | -86.5% | -43.5% |
| All | -30.3% | +50.0% | -80.2% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling