-6.3%
MOS vs VSH
+115.4%
-121.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.3% |
| 7D | -2.0% | +14.3% | -16.3% | -7.3% |
| 30D | +15.3% | -7.9% | +23.2% | +15.8% |
| 3M | +1.5% | -19.9% | +21.3% | +5.7% |
| 6M | -2.0% | -30.5% | +28.5% | +1.0% |
| YTD | -6.5% | +85.7% | -92.2% | -41.6% |
| 1Y | -11.1% | +98.9% | -110.0% | -46.6% |
| 3Y | -30.3% | +32.1% | -62.3% | -52.8% |
| 5Y | -33.5% | +39.7% | -73.2% | -59.0% |
| All | -6.3% | +115.4% | -121.7% | -53.4% |
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