-28.3%
MOS vs VFC
-28.0%
-0.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | +9.5% | -1.6% | +11.1% | +9.8% |
| 30D | +10.4% | -11.6% | +22.1% | +12.7% |
| 3M | +12.9% | -18.1% | +31.0% | +16.2% |
| 6M | +1.2% | -27.4% | +28.6% | +5.9% |
| YTD | +9.3% | -24.8% | +34.1% | +13.7% |
| 1Y | -18.0% | -8.2% | -9.8% | -17.8% |
| All | -28.3% | -28.0% | -0.3% | -30.9% |
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 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