+1,740.6%
VRT vs MOS
-12.5%
+1,753.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | -21.4% | +21.6% | -42.9% | -26.8% |
| 30D | -25.8% | +12.0% | -37.8% | -29.3% |
| 3M | -33.5% | -3.9% | -29.6% | -33.9% |
| 6M | -49.0% | -3.3% | -45.7% | -49.8% |
| YTD | +12.9% | -4.6% | +17.6% | +10.5% |
| 1Y | 0.0% | -7.0% | +7.0% | -1.9% |
| 3Y | +361.8% | -24.4% | +386.2% | +366.6% |
| 5Y | +565.1% | -32.1% | +597.3% | +565.4% |
| All | +1,740.6% | -12.5% | +1,753.1% | +946.5% |
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 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