-27.7%
MOS vs VMC
+46.4%
-74.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +24.8% | +1.1% | +23.7% | +24.4% |
| 30D | +22.7% | +17.7% | +5.0% | +16.3% |
| 3M | -1.2% | +1.1% | -2.3% | -1.7% |
| 6M | +5.5% | +1.8% | +3.7% | +4.5% |
| YTD | -2.0% | +1.5% | -3.5% | -3.6% |
| 1Y | -7.9% | -1.1% | -6.8% | -8.7% |
| 3Y | -25.0% | +38.8% | -63.7% | -36.0% |
| 5Y | -27.7% | +49.6% | -77.3% | -41.7% |
| All | -27.7% | +46.4% | -74.1% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling