-32.8%
MOS vs VFC
-67.4%
+34.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +21.6% | +11.2% | +10.4% | +19.3% |
| 30D | +12.0% | +41.5% | -29.5% | +4.8% |
| 3M | -3.9% | +38.9% | -42.8% | -9.9% |
| 6M | -3.3% | +6.1% | -9.5% | -5.1% |
| YTD | -4.6% | +14.5% | -19.2% | -8.1% |
| 1Y | -7.0% | +46.0% | -52.9% | -14.5% |
| 3Y | -24.4% | +36.4% | -60.8% | -35.6% |
| All | -32.8% | -67.4% | +34.7% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling