+173.7%
VEA vs MOS
-0.3%
+174.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +1.0% | +9.5% | -8.6% | -1.3% |
| 30D | +1.9% | +10.4% | -8.5% | -0.7% |
| 3M | +3.2% | +12.9% | -9.7% | -0.4% |
| 6M | +10.2% | +1.2% | +9.0% | +8.3% |
| YTD | +18.9% | +9.3% | +9.6% | +14.2% |
| 1Y | +29.3% | -18.0% | +47.3% | +32.4% |
| 3Y | +76.8% | -29.0% | +105.8% | +82.5% |
| 5Y | +61.2% | -9.6% | +70.8% | +47.7% |
| 10Y | +163.3% | +6.1% | +157.2% | +102.8% |
| All | +173.7% | -0.3% | +174.0% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 all: compounded portfolio wealth divided by compounded MOS 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…
all analysis · Full analysis span regression · 6 months rolling