-9.6%
MOS vs VEU
+56.2%
-65.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +0.9% |
| 7D | +9.5% | +1.1% | +8.4% | +8.3% |
| 30D | +10.4% | +2.2% | +8.2% | +8.1% |
| 3M | +12.9% | +3.0% | +9.9% | +9.5% |
| 6M | +1.2% | +10.9% | -9.6% | -9.2% |
| YTD | +9.3% | +18.2% | -8.9% | -8.4% |
| 1Y | -18.0% | +28.3% | -46.3% | -36.8% |
| 3Y | -29.0% | +74.6% | -103.6% | -60.5% |
| All | -9.6% | +56.2% | -65.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling