+11,955.6%
VRTX vs MOS
+50.7%
+11,904.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.8% |
| 7D | +0.5% | +22.5% | -22.0% | -3.2% |
| 30D | +8.0% | +6.6% | +1.4% | +6.4% |
| 3M | +11.9% | -3.8% | +15.7% | +12.0% |
| 6M | +27.8% | -2.2% | +30.0% | +27.1% |
| YTD | +19.7% | -4.8% | +24.4% | +18.4% |
| 1Y | +30.1% | -11.7% | +41.8% | +30.1% |
| 3Y | +44.2% | -26.5% | +70.7% | +45.6% |
| 5Y | +181.3% | -32.2% | +213.5% | +176.4% |
| 10Y | +587.1% | +10.2% | +576.9% | +457.1% |
| All | +11,955.6% | +50.7% | +11,904.9% | +6,899.0% |
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