+905.2%
VRT vs MOS
-8.7%
+914.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +4.0% |
| 7D | +9.1% | +9.5% | -0.4% | +6.4% |
| 30D | +0.9% | +10.4% | -9.5% | -2.0% |
| 3M | -13.4% | +12.9% | -26.3% | -16.9% |
| 6M | +11.7% | +1.2% | +10.4% | +9.6% |
| YTD | +73.2% | +9.3% | +63.9% | +66.1% |
| 1Y | +123.4% | -18.0% | +141.4% | +130.8% |
| 3Y | +606.2% | -29.0% | +635.2% | +637.6% |
| All | +905.2% | -8.7% | +914.0% | +869.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling