+105.9%
MOS vs VNQ
+392.5%
-286.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +9.5% | -1.3% | +10.8% | +10.4% |
| 30D | +10.4% | -2.9% | +13.4% | +12.4% |
| 3M | +12.9% | +0.8% | +12.1% | +12.0% |
| 6M | +1.2% | +2.5% | -1.2% | -0.7% |
| YTD | +9.3% | +10.6% | -1.3% | +1.9% |
| 1Y | -18.0% | +9.1% | -27.1% | -22.8% |
| 3Y | -29.0% | +31.0% | -60.1% | -40.9% |
| 5Y | -9.6% | +4.9% | -14.5% | -13.9% |
| 10Y | +6.1% | +59.5% | -53.4% | -21.1% |
| All | +105.9% | +392.5% | -286.6% | -31.2% |
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