+87.6%
VTR vs MOS
+11.1%
+76.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -1.1% |
| 7D | -2.4% | +7.1% | -9.5% | -4.2% |
| 30D | -3.7% | +15.0% | -18.8% | -7.5% |
| 3M | +13.5% | +24.1% | -10.6% | +6.0% |
| 6M | +7.2% | +2.7% | +4.5% | +4.3% |
| YTD | +17.6% | +12.2% | +5.4% | +10.8% |
| 1Y | +35.4% | -16.3% | +51.7% | +37.8% |
| 3Y | +132.8% | -23.3% | +156.1% | +134.7% |
| 5Y | +88.7% | -4.2% | +92.8% | +58.9% |
| 10Y | +87.6% | +12.6% | +75.1% | +0.3% |
| All | +87.6% | +11.1% | +76.6% | +0.3% |
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