+80.8%
VTRS vs MOS
-32.9%
+113.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.1% |
| 7D | +9.0% | -2.6% | +11.5% | +9.5% |
| 30D | +19.8% | +13.5% | +6.4% | +16.9% |
| 3M | +29.3% | -2.9% | +32.2% | +29.3% |
| 6M | +22.2% | -1.0% | +23.2% | +21.1% |
| YTD | +69.9% | -7.2% | +77.1% | +69.2% |
| 1Y | +94.4% | -11.4% | +105.8% | +94.9% |
| 3Y | +154.8% | -29.0% | +183.8% | +160.1% |
| 5Y | +80.8% | -34.0% | +114.8% | +74.5% |
| All | +80.8% | -32.9% | +113.7% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling