+133.5%
VTR vs MOS
-1.8%
+135.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +1.4% | +5.5% | -4.1% | -0.1% |
| 30D | +8.2% | +21.0% | -12.7% | +2.3% |
| 3M | +4.6% | -0.5% | +5.1% | +3.7% |
| 6M | +4.3% | +6.6% | -2.3% | +0.6% |
| YTD | +19.0% | -2.8% | +21.8% | +15.7% |
| 1Y | +21.6% | -8.1% | +29.7% | +19.7% |
| 3Y | +132.2% | -25.6% | +157.8% | +133.4% |
| 5Y | +94.4% | -29.8% | +124.2% | +81.3% |
| 10Y | +133.5% | +0.6% | +132.9% | +22.7% |
| All | +133.5% | -1.8% | +135.3% | +22.7% |
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 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