+571.9%
VEEV vs MOS
+8.6%
+563.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.4% |
| 7D | -0.6% | +9.5% | -10.1% | -1.4% |
| 30D | +28.8% | +10.4% | +18.4% | +27.5% |
| 3M | +54.0% | +12.9% | +41.1% | +51.8% |
| 6M | +46.0% | +1.2% | +44.7% | +44.8% |
| YTD | +23.2% | +9.3% | +13.9% | +21.0% |
| 1Y | +1.9% | -18.0% | +19.8% | +2.9% |
| 3Y | +27.0% | -29.0% | +56.0% | +28.5% |
| 5Y | -13.4% | -9.6% | -3.8% | -15.9% |
| All | +571.9% | +8.6% | +563.3% | +570.9% |
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