+16.3%
MOS vs VNQ
+59.3%
-42.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.4% |
| 7D | +1.7% | -0.9% | +2.5% | +2.4% |
| 30D | +11.7% | -2.2% | +13.9% | +13.6% |
| 3M | +23.2% | -1.9% | +25.1% | +24.6% |
| 6M | -1.6% | +3.2% | -4.9% | -4.7% |
| YTD | +10.8% | +9.4% | +1.4% | +2.2% |
| 1Y | -16.2% | +7.5% | -23.7% | -21.6% |
| 3Y | -24.2% | +31.1% | -55.3% | -40.6% |
| 5Y | -6.6% | +6.6% | -13.2% | -14.2% |
| 10Y | +16.3% | +63.9% | -47.6% | -21.1% |
| All | +16.3% | +59.3% | -42.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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