+127.4%
VTR vs MOS
-28.2%
+155.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +0.2% | -2.0% | +2.2% | +0.3% |
| 30D | +5.5% | +15.3% | -9.8% | +4.7% |
| 3M | -0.9% | +1.5% | -2.4% | -1.1% |
| 6M | -0.4% | -2.0% | +1.6% | -0.6% |
| YTD | +17.0% | -6.5% | +23.6% | +16.7% |
| 1Y | +18.0% | -11.1% | +29.0% | +17.9% |
| 3Y | +127.4% | -30.3% | +157.6% | +142.5% |
| All | +127.4% | -28.2% | +155.5% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling