-24.4%
MOS vs VMC
+38.8%
-63.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +21.6% | +0.5% | +21.1% | +21.5% |
| 30D | +12.0% | +15.8% | -3.8% | +7.7% |
| 3M | -3.9% | +0.6% | -4.5% | -4.1% |
| 6M | -3.3% | -4.0% | +0.7% | -2.5% |
| YTD | -4.6% | -0.3% | -4.3% | -5.5% |
| 1Y | -7.0% | -0.5% | -6.5% | -7.9% |
| 3Y | -24.4% | +39.6% | -64.0% | -35.5% |
| All | -24.4% | +38.8% | -63.2% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling