+150.2%
MOS vs VFC
+845.1%
-694.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +0.6% |
| 7D | +9.5% | -1.6% | +11.1% | +10.1% |
| 30D | +10.4% | -11.6% | +22.1% | +14.8% |
| 3M | +12.9% | -18.1% | +31.0% | +19.3% |
| 6M | +1.2% | -27.4% | +28.6% | +10.3% |
| YTD | +9.3% | -24.8% | +34.1% | +17.4% |
| 1Y | -18.0% | -8.2% | -9.8% | -18.7% |
| 3Y | -29.0% | -29.1% | +0.1% | -34.4% |
| 5Y | -9.6% | -79.2% | +69.6% | +27.5% |
| 10Y | +6.1% | -68.1% | +74.2% | +25.7% |
| All | +150.2% | +845.1% | -694.9% | +27.1% |
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