-6.3%
MOS vs VMC
+125.2%
-131.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.3% |
| 30D | +15.3% | +15.5% | -0.2% | +6.6% |
| 3M | +1.5% | +0.6% | +0.9% | +0.8% |
| 6M | -2.0% | +2.1% | -4.0% | -3.9% |
| YTD | -6.5% | -1.6% | -5.0% | -7.8% |
| 1Y | -11.1% | -1.2% | -9.9% | -12.6% |
| 3Y | -30.3% | +35.3% | -65.6% | -45.0% |
| 5Y | -33.5% | +43.6% | -77.1% | -51.3% |
| All | -6.3% | +125.2% | -131.6% | -52.1% |
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