+724.5%
VEEV vs MOS
-34.7%
+759.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.7% |
| 7D | -0.2% | +19.7% | -19.8% | -2.3% |
| 30D | +3.5% | +21.5% | -18.0% | +1.0% |
| 3M | +32.9% | -0.4% | +33.4% | +32.4% |
| 6M | +84.2% | +4.5% | +79.7% | +81.8% |
| YTD | +37.3% | -2.9% | +40.2% | +35.6% |
| 1Y | +3.9% | -7.7% | +11.6% | +3.2% |
| 3Y | +83.9% | -25.6% | +109.6% | +85.1% |
| 5Y | -4.3% | -31.2% | +26.9% | -5.2% |
| 10Y | +669.1% | +2.8% | +666.3% | +593.5% |
| All | +724.5% | -34.7% | +759.2% | +758.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling