+47.8%
VMC vs MOH
-19.7%
+67.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | -3.8% | +1.7% | -5.5% | -3.9% |
| 30D | -9.7% | -0.9% | -8.8% | -9.6% |
| 3M | -9.6% | +5.7% | -15.3% | -10.3% |
| 6M | -4.8% | +39.1% | -44.0% | -8.5% |
| YTD | -10.9% | +17.7% | -28.6% | -13.5% |
| 1Y | -15.6% | +8.4% | -24.0% | -17.6% |
| 3Y | +19.3% | -36.6% | +55.9% | +21.2% |
| All | +47.8% | -19.7% | +67.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling