-9.6%
MOS vs VNQ
+5.2%
-14.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +9.5% | -1.3% | +10.8% | +10.4% |
| 30D | +10.4% | -2.9% | +13.4% | +12.5% |
| 3M | +12.9% | +0.8% | +12.1% | +11.9% |
| 6M | +1.2% | +2.5% | -1.2% | -0.9% |
| YTD | +9.3% | +10.6% | -1.3% | +1.2% |
| 1Y | -18.0% | +9.1% | -27.1% | -23.3% |
| 3Y | -29.0% | +31.0% | -60.1% | -42.4% |
| All | -9.6% | +5.2% | -14.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling