+34.5%
MOS vs VEU
+192.1%
-157.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +0.8% |
| 7D | +9.5% | +1.1% | +8.4% | +8.0% |
| 30D | +10.4% | +2.2% | +8.2% | +7.5% |
| 3M | +12.9% | +3.0% | +9.9% | +8.5% |
| 6M | +1.2% | +10.9% | -9.6% | -11.8% |
| YTD | +9.3% | +18.2% | -8.9% | -12.3% |
| 1Y | -18.0% | +28.3% | -46.3% | -40.5% |
| 3Y | -29.0% | +74.6% | -103.6% | -65.1% |
| 5Y | -9.6% | +56.4% | -65.9% | -49.2% |
| 10Y | +6.1% | +153.0% | -146.9% | -64.8% |
| All | +34.5% | +192.1% | -157.6% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling