+2.8%
MOS vs VSH
+128.2%
-125.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.4% | -11.6% | -3.2% |
| 7D | +19.7% | +3.5% | +16.2% | +16.1% |
| 30D | +21.5% | -22.4% | +43.9% | +30.5% |
| 3M | -0.4% | -25.2% | +24.8% | +6.8% |
| 6M | +4.5% | -22.5% | +27.1% | +2.0% |
| YTD | -2.9% | +84.2% | -87.1% | -39.0% |
| 1Y | -7.7% | +87.1% | -94.8% | -42.8% |
| 3Y | -25.6% | +31.7% | -57.3% | -49.6% |
| 5Y | -31.2% | +42.6% | -73.7% | -58.1% |
| 10Y | +2.8% | +116.6% | -113.8% | -48.3% |
| All | +2.8% | +128.2% | -125.4% | -48.3% |
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