-34.4%
MOS vs VSH
+38.9%
-73.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.6% |
| 7D | -2.0% | +14.3% | -16.3% | -4.9% |
| 30D | +15.3% | -7.9% | +23.2% | +15.8% |
| 3M | +1.5% | -19.9% | +21.3% | +4.3% |
| 6M | -2.0% | -30.5% | +28.5% | +0.6% |
| YTD | -6.5% | +85.7% | -92.2% | -30.0% |
| 1Y | -11.1% | +98.9% | -110.0% | -35.1% |
| 3Y | -30.3% | +32.1% | -62.3% | -43.6% |
| All | -34.4% | +38.9% | -73.3% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling