+184.1%
VRTX vs MOS
-8.7%
+192.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | +0.8% | +9.5% | -8.7% | +0.1% |
| 30D | +12.6% | +10.4% | +2.2% | +11.7% |
| 3M | +23.6% | +12.9% | +10.7% | +22.2% |
| 6M | +14.3% | +1.2% | +13.0% | +13.5% |
| YTD | +20.5% | +9.3% | +11.1% | +18.8% |
| 1Y | +37.6% | -18.0% | +55.6% | +38.7% |
| 3Y | +55.5% | -29.0% | +84.6% | +56.4% |
| All | +184.1% | -8.7% | +192.9% | +175.6% |
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