+1,934.0%
VRT vs MOS
-14.3%
+1,948.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | +10.5% | -2.0% | +12.5% | +11.1% |
| 30D | -9.3% | +15.3% | -24.6% | -14.4% |
| 3M | -29.6% | +1.5% | -31.1% | -31.2% |
| 6M | -45.4% | -2.0% | -43.4% | -46.5% |
| YTD | +24.8% | -6.5% | +31.3% | +22.7% |
| 1Y | +23.6% | -11.1% | +34.7% | +22.8% |
| 3Y | +379.7% | -30.3% | +409.9% | +397.2% |
| 5Y | +660.3% | -33.5% | +693.9% | +665.0% |
| All | +1,934.0% | -14.3% | +1,948.2% | +1,062.2% |
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