-24.5%
MOS vs VSH
+1.1%
-25.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.8% | +18.1% | +5.6% |
| 7D | +22.5% | -25.2% | +47.7% | +27.7% |
| 30D | +6.6% | -41.8% | +48.4% | +16.1% |
| 3M | -3.8% | -33.4% | +29.6% | +1.4% |
| 6M | -2.2% | -31.0% | +28.8% | -1.5% |
| YTD | -4.8% | +53.6% | -58.4% | -23.0% |
| 1Y | -11.7% | +46.3% | -58.0% | -27.9% |
| All | -24.5% | +1.1% | -25.6% | -30.7% |
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