+118.0%
MOS vs VFC
+1,337.9%
-1,219.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.2% |
| 7D | +22.5% | +10.9% | +11.6% | +18.5% |
| 30D | +6.6% | +40.6% | -34.0% | -4.9% |
| 3M | -3.8% | +34.4% | -38.3% | -13.2% |
| 6M | -2.2% | +12.3% | -14.5% | -7.4% |
| YTD | -4.8% | +14.4% | -19.2% | -11.3% |
| 1Y | -11.7% | +40.6% | -52.3% | -23.5% |
| 3Y | -26.5% | +40.1% | -66.6% | -45.6% |
| 5Y | -32.2% | -67.6% | +35.4% | -17.6% |
| 10Y | +10.2% | -45.9% | +56.1% | +9.2% |
| All | +118.0% | +1,337.9% | -1,219.9% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling