+8.5%
MOS vs VMC
+153.4%
-145.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +9.5% | -4.3% | +13.9% | +12.0% |
| 30D | +10.4% | -8.2% | +18.7% | +15.4% |
| 3M | +12.9% | -7.0% | +19.9% | +16.7% |
| 6M | +1.2% | -10.8% | +12.0% | +6.4% |
| YTD | +9.3% | -7.4% | +16.7% | +11.7% |
| 1Y | -18.0% | -9.5% | -8.5% | -15.6% |
| 3Y | -29.0% | +20.5% | -49.5% | -40.2% |
| 5Y | -9.6% | +51.6% | -61.1% | -36.5% |
| All | +8.5% | +153.4% | -145.0% | -44.1% |
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