+7.6%
MOS vs VSH
+95.6%
-87.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -2.0% |
| 7D | +21.6% | -12.9% | +34.5% | +26.2% |
| 30D | +12.0% | -36.9% | +48.8% | +30.5% |
| 3M | -3.9% | -28.8% | +24.9% | +4.8% |
| 6M | -3.3% | -30.3% | +27.0% | -1.9% |
| YTD | -4.6% | +62.4% | -67.0% | -37.1% |
| 1Y | -7.0% | +62.5% | -69.5% | -39.0% |
| 3Y | -24.4% | +7.4% | -31.8% | -43.8% |
| 5Y | -32.1% | +25.4% | -57.5% | -56.5% |
| All | +7.6% | +95.6% | -87.9% | -45.6% |
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