+2.8%
MOS vs VMC
+145.8%
-143.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.6% |
| 7D | +19.7% | +0.1% | +19.5% | +19.8% |
| 30D | +21.5% | +18.3% | +3.2% | +10.8% |
| 3M | -0.4% | +1.9% | -2.3% | -1.8% |
| 6M | +4.5% | +2.4% | +2.1% | +2.3% |
| YTD | -2.9% | +2.1% | -5.0% | -6.1% |
| 1Y | -7.7% | +1.5% | -9.2% | -10.7% |
| 3Y | -25.6% | +41.5% | -67.1% | -42.8% |
| 5Y | -31.2% | +46.4% | -77.5% | -50.1% |
| 10Y | +2.8% | +139.8% | -137.0% | -48.4% |
| All | +2.8% | +145.8% | -143.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling