-24.4%
MOS vs VEU
+64.7%
-89.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +21.6% | -1.6% | +23.2% | +23.4% |
| 30D | +12.0% | -4.3% | +16.3% | +16.6% |
| 3M | -3.9% | -5.8% | +2.0% | +1.5% |
| 6M | -3.3% | -4.4% | +1.1% | +0.3% |
| YTD | -4.6% | +8.7% | -13.3% | -13.7% |
| 1Y | -7.0% | +12.6% | -19.6% | -19.2% |
| 3Y | -24.4% | +65.2% | -89.7% | -59.8% |
| All | -24.4% | +64.7% | -89.1% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling