+0.6%
MOS vs VSH
+141.4%
-140.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -4.1% |
| 7D | +5.5% | +12.8% | -7.3% | -0.5% |
| 30D | +21.0% | -9.0% | +30.0% | +22.1% |
| 3M | -0.5% | -12.2% | +11.7% | +0.3% |
| 6M | +6.6% | -15.9% | +22.5% | +0.8% |
| YTD | -2.8% | +103.2% | -106.0% | -41.3% |
| 1Y | -8.1% | +108.4% | -116.5% | -45.5% |
| 3Y | -25.6% | +41.6% | -67.1% | -50.8% |
| 5Y | -29.8% | +54.6% | -84.3% | -58.4% |
| 10Y | +0.6% | +138.2% | -137.6% | -53.2% |
| All | +0.6% | +141.4% | -140.9% | -53.2% |
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