+669.1%
VEEV vs MOS
+6.2%
+662.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.7% |
| 7D | -0.2% | +19.7% | -19.8% | -1.9% |
| 30D | +3.5% | +21.5% | -18.0% | +1.5% |
| 3M | +32.9% | -0.4% | +33.4% | +32.5% |
| 6M | +84.2% | +4.5% | +79.7% | +82.3% |
| YTD | +37.3% | -2.9% | +40.2% | +35.9% |
| 1Y | +3.9% | -7.7% | +11.6% | +3.4% |
| 3Y | +83.9% | -25.6% | +109.6% | +84.9% |
| 5Y | -4.3% | -31.2% | +26.9% | -4.6% |
| 10Y | +669.1% | +2.8% | +666.3% | +685.8% |
| All | +669.1% | +6.2% | +662.9% | +685.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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