+98.0%
VCIT vs MOS
-38.0%
+135.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.3% | +9.5% | -9.9% | -0.4% |
| 30D | -0.8% | +10.4% | -11.2% | -0.8% |
| 3M | -1.0% | +12.9% | -13.9% | -1.1% |
| 6M | -1.8% | +1.2% | -3.1% | -1.9% |
| YTD | -0.7% | +9.3% | -10.0% | -0.8% |
| 1Y | +1.0% | -18.0% | +19.0% | +1.0% |
| 3Y | +18.8% | -29.0% | +47.9% | +18.9% |
| 5Y | +3.5% | -9.6% | +13.1% | +3.4% |
| 10Y | +29.2% | +6.1% | +23.2% | +27.3% |
| All | +98.0% | -38.0% | +135.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 all: compounded portfolio wealth divided by compounded MOS 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…
all analysis · Full analysis span regression · 6 months rolling