-27.0%
MOS vs VSH
+10.8%
-37.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.8% |
| 7D | +21.6% | -12.9% | +34.5% | +23.6% |
| 30D | +12.0% | -36.9% | +48.8% | +20.4% |
| 3M | -3.9% | -28.8% | +24.9% | +0.2% |
| 6M | -3.3% | -30.3% | +27.0% | -2.4% |
| YTD | -4.6% | +62.4% | -67.0% | -24.0% |
| 1Y | -7.0% | +62.5% | -69.5% | -26.1% |
| All | -27.0% | +10.8% | -37.7% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling