-16.3%
MOS vs VEU
+26.1%
-42.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +7.1% | +1.7% | +5.4% | +5.7% |
| 30D | +15.0% | +1.0% | +14.1% | +14.2% |
| 3M | +24.1% | +5.6% | +18.5% | +18.8% |
| 6M | +2.7% | +13.7% | -10.9% | -8.2% |
| YTD | +12.2% | +17.7% | -5.5% | -5.8% |
| 1Y | -16.3% | +25.8% | -42.0% | -31.9% |
| All | -16.3% | +26.1% | -42.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling