+28.0%
VWO vs MOS
-31.8%
+59.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.1% |
| 7D | +1.6% | +19.7% | -18.0% | -0.9% |
| 30D | -5.3% | +21.5% | -26.8% | -7.9% |
| 3M | -6.2% | -0.4% | -5.8% | -6.5% |
| 6M | -6.2% | +4.5% | -10.7% | -7.4% |
| YTD | +5.6% | -2.9% | +8.5% | +4.6% |
| 1Y | +6.2% | -7.7% | +13.9% | +5.7% |
| 3Y | +57.5% | -25.6% | +83.2% | +58.5% |
| 5Y | +28.0% | -31.2% | +59.2% | +23.4% |
| All | +28.0% | -31.8% | +59.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling