+13.8%
VRT vs MOS
-16.2%
+30.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +17.4% | -30.3% | -13.4% |
| 7D | -15.4% | +17.9% | -33.3% | -16.0% |
| 30D | -19.0% | +1.6% | -20.5% | -17.6% |
| 3M | -23.8% | -4.0% | -19.8% | -21.9% |
| 6M | -37.9% | -4.1% | -33.8% | -36.6% |
| YTD | +27.0% | -7.8% | +34.8% | +36.7% |
| 1Y | +13.8% | -15.6% | +29.4% | +26.5% |
| All | +13.8% | -16.2% | +30.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling