+17.4%
MOS vs VEU
+168.5%
-151.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +21.6% | -1.6% | +23.2% | +24.1% |
| 30D | +12.0% | -4.3% | +16.3% | +18.1% |
| 3M | -3.9% | -5.8% | +2.0% | +3.3% |
| 6M | -3.3% | -4.4% | +1.1% | +1.4% |
| YTD | -4.6% | +8.7% | -13.3% | -15.3% |
| 1Y | -7.0% | +12.6% | -19.6% | -21.0% |
| 3Y | -24.4% | +65.2% | -89.7% | -60.3% |
| 5Y | -32.1% | +45.5% | -77.7% | -58.5% |
| 10Y | +10.3% | +142.7% | -132.4% | -61.4% |
| All | +17.4% | +168.5% | -151.2% | -56.4% |
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