+2.8%
MOS vs VMC
+146.3%
-143.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +0.5% |
| 7D | +19.7% | +0.3% | +19.4% | +19.6% |
| 30D | +21.5% | +18.6% | +2.9% | +10.7% |
| 3M | -0.4% | +2.0% | -2.5% | -1.9% |
| 6M | +4.5% | +2.6% | +1.9% | +2.2% |
| YTD | -2.9% | +2.3% | -5.1% | -6.2% |
| 1Y | -7.7% | +1.7% | -9.4% | -10.8% |
| 3Y | -25.6% | +41.7% | -67.4% | -42.9% |
| 5Y | -31.2% | +46.6% | -77.8% | -50.1% |
| 10Y | +2.8% | +140.3% | -137.4% | -48.4% |
| All | +2.8% | +146.3% | -143.5% | -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