+8.5%
MOS vs VSH
+173.5%
-165.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.4% |
| 7D | +9.5% | +4.1% | +5.5% | +7.7% |
| 30D | +10.4% | -4.2% | +14.6% | +11.2% |
| 3M | +12.9% | -50.0% | +62.9% | +44.4% |
| 6M | +1.2% | +80.2% | -78.9% | -31.2% |
| YTD | +9.3% | +121.1% | -111.8% | -33.6% |
| 1Y | -18.0% | +112.0% | -130.0% | -49.9% |
| 3Y | -29.0% | +22.5% | -51.6% | -46.0% |
| 5Y | -9.6% | +64.0% | -73.6% | -45.5% |
| All | +8.5% | +173.5% | -165.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling