-50.0%
VTRS vs MOS
+12.4%
-62.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | +3.3% | +12.4% | -9.1% | +0.1% |
| 3M | +2.0% | +20.5% | -18.5% | -3.5% |
| 6M | +19.9% | -12.0% | +31.9% | +22.3% |
| YTD | +35.7% | +7.4% | +28.3% | +30.6% |
| 1Y | +68.1% | -22.5% | +90.6% | +75.4% |
| 3Y | +87.1% | -25.5% | +112.6% | +92.1% |
| 5Y | +47.6% | -10.1% | +57.8% | +32.1% |
| All | -50.0% | +12.4% | -62.4% | -62.9% |
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