+83.2%
MOS vs VNQ
+402.0%
-318.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.5% | -1.0% | +6.5% | +6.1% |
| 30D | +21.0% | +6.2% | +14.8% | +16.5% |
| 3M | -0.5% | +1.5% | -2.0% | -1.4% |
| 6M | +6.6% | +2.1% | +4.5% | +4.9% |
| YTD | -2.8% | +12.8% | -15.5% | -10.3% |
| 1Y | -8.1% | +10.4% | -18.5% | -14.0% |
| 3Y | -25.6% | +44.4% | -70.0% | -41.7% |
| 5Y | -29.8% | +7.4% | -37.2% | -34.0% |
| 10Y | +0.6% | +84.0% | -83.4% | -31.0% |
| All | +83.2% | +402.0% | -318.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling