+1,463.8%
VTR vs MOS
-10.5%
+1,474.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +4.7% | +21.6% | -16.9% | -0.3% |
| 30D | +10.9% | +12.0% | -1.1% | +7.4% |
| 3M | -3.2% | -3.9% | +0.7% | -3.2% |
| 6M | +3.7% | -3.3% | +7.0% | +2.7% |
| YTD | +16.8% | -4.6% | +21.5% | +14.7% |
| 1Y | +21.3% | -7.0% | +28.3% | +19.5% |
| 3Y | +119.0% | -24.4% | +143.5% | +119.3% |
| 5Y | +94.0% | -32.1% | +126.1% | +89.8% |
| 10Y | +112.3% | +10.3% | +101.9% | +65.1% |
| All | +1,463.8% | -10.5% | +1,474.3% | +892.1% |
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