+619.5%
VRT vs MOS
-29.5%
+649.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +4.1% |
| 7D | +9.1% | +9.5% | -0.4% | +7.0% |
| 30D | +0.9% | +10.4% | -9.5% | -1.3% |
| 3M | -13.4% | +12.9% | -26.3% | -16.1% |
| 6M | +11.7% | +1.2% | +10.4% | +10.2% |
| YTD | +73.2% | +9.3% | +63.9% | +68.3% |
| 1Y | +123.4% | -18.0% | +141.4% | +130.6% |
| All | +619.5% | -29.5% | +649.0% | +628.8% |
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