+361.8%
VRT vs MOS
-26.6%
+388.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.5% |
| 7D | -21.4% | +21.6% | -42.9% | -24.2% |
| 30D | -25.8% | +12.0% | -37.8% | -27.3% |
| 3M | -33.5% | -3.9% | -29.6% | -32.8% |
| 6M | -49.0% | -3.3% | -45.7% | -48.8% |
| YTD | +12.9% | -4.6% | +17.6% | +13.5% |
| 1Y | 0.0% | -7.0% | +7.0% | +0.7% |
| 3Y | +361.8% | -24.4% | +386.2% | +359.2% |
| All | +361.8% | -26.6% | +388.4% | +359.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling