+12,036.0%
VRTX vs MOS
+73.0%
+11,963.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | +0.8% | +9.5% | -8.7% | -0.8% |
| 30D | +12.6% | +10.4% | +2.2% | +10.6% |
| 3M | +23.6% | +12.9% | +10.7% | +20.5% |
| 6M | +14.3% | +1.2% | +13.0% | +12.7% |
| YTD | +20.5% | +9.3% | +11.1% | +16.9% |
| 1Y | +37.6% | -18.0% | +55.6% | +39.8% |
| 3Y | +55.5% | -29.0% | +84.6% | +58.6% |
| 5Y | +175.7% | -9.6% | +185.3% | +157.7% |
| 10Y | +474.2% | +6.1% | +468.1% | +373.1% |
| All | +12,036.0% | +73.0% | +11,963.0% | +6,812.7% |
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