-68.5%
VFC vs MOH
+264.4%
-332.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -9.0% | -0.9% | -8.1% | -8.9% |
| 3M | -24.2% | +5.7% | -29.9% | -25.0% |
| 6M | -18.5% | +39.1% | -57.6% | -23.2% |
| YTD | -25.9% | +17.7% | -43.6% | -29.0% |
| 1Y | -13.0% | +8.4% | -21.4% | -16.1% |
| 3Y | -20.3% | -36.6% | +16.2% | -19.2% |
| 5Y | -78.1% | -19.1% | -59.0% | -79.2% |
| All | -68.5% | +264.4% | -332.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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