-32.8%
MOS vs VEU
+45.1%
-77.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +21.6% | -1.6% | +23.2% | +23.5% |
| 30D | +12.0% | -4.3% | +16.3% | +16.8% |
| 3M | -3.9% | -5.8% | +2.0% | +1.7% |
| 6M | -3.3% | -4.4% | +1.1% | +0.5% |
| YTD | -4.6% | +8.7% | -13.3% | -13.3% |
| 1Y | -7.0% | +12.6% | -19.6% | -18.6% |
| 3Y | -24.4% | +65.2% | -89.7% | -55.5% |
| All | -32.8% | +45.1% | -77.9% | -54.5% |
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