+199.6%
VFC vs MOH
+1,286.6%
-1,087.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -2.3% | -4.2% | +1.8% | -1.7% |
| 30D | -13.4% | -2.4% | -11.0% | -13.1% |
| 3M | -23.7% | -4.4% | -19.3% | -23.3% |
| 6M | -24.5% | +32.9% | -57.4% | -28.5% |
| YTD | -27.8% | +11.9% | -39.7% | -30.6% |
| 1Y | -13.5% | +6.9% | -20.4% | -16.6% |
| 3Y | -27.1% | -39.4% | +12.3% | -25.6% |
| 5Y | -79.0% | -25.0% | -54.1% | -79.6% |
| 10Y | -68.7% | +244.9% | -313.6% | -77.6% |
| All | +199.6% | +1,286.6% | -1,087.0% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling