+557.4%
VRTX vs MOS
+8.6%
+548.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.1% | +21.6% | -23.7% | -4.3% |
| 30D | +8.2% | +12.0% | -3.8% | +6.6% |
| 3M | +13.0% | -3.9% | +16.9% | +13.1% |
| 6M | +27.9% | -3.3% | +31.2% | +27.6% |
| YTD | +20.7% | -4.6% | +25.3% | +19.9% |
| 1Y | +31.4% | -7.0% | +38.4% | +30.7% |
| 3Y | +41.8% | -24.4% | +66.2% | +42.2% |
| 5Y | +183.7% | -32.1% | +215.8% | +179.8% |
| All | +557.4% | +8.6% | +548.8% | +472.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling