+1,678.9%
VRT vs MOS
-12.6%
+1,691.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +3.3% | -17.3% | -14.9% |
| 7D | -28.1% | +22.5% | -50.6% | -33.2% |
| 30D | -30.2% | +6.6% | -36.8% | -32.5% |
| 3M | -36.4% | -3.8% | -32.6% | -36.8% |
| 6M | -48.2% | -2.2% | -46.0% | -49.1% |
| YTD | +9.2% | -4.8% | +13.9% | +6.9% |
| 1Y | -7.2% | -11.7% | +4.5% | -7.5% |
| 3Y | +338.7% | -26.5% | +365.2% | +347.4% |
| 5Y | +542.8% | -32.2% | +575.0% | +543.4% |
| All | +1,678.9% | -12.6% | +1,691.6% | +911.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling