+647.0%
VRT vs MOS
-31.8%
+678.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.8% | +9.2% |
| 7D | -10.6% | +19.7% | -30.3% | -15.2% |
| 30D | -17.4% | +21.5% | -38.9% | -22.1% |
| 3M | -26.4% | -0.4% | -26.0% | -27.0% |
| 6M | -41.0% | +4.5% | -45.5% | -42.7% |
| YTD | +23.8% | -2.9% | +26.7% | +21.8% |
| 1Y | +11.6% | -7.7% | +19.3% | +10.9% |
| 3Y | +403.5% | -25.6% | +429.1% | +413.4% |
| 5Y | +647.0% | -31.2% | +678.2% | +689.8% |
| All | +647.0% | -31.8% | +678.9% | +689.8% |
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 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