+296.3%
VWO vs MOS
+89.2%
+207.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.9% |
| 7D | +1.6% | +19.7% | -18.0% | -4.0% |
| 30D | -5.3% | +21.5% | -26.8% | -11.1% |
| 3M | -6.2% | -0.4% | -5.8% | -7.1% |
| 6M | -6.2% | +4.5% | -10.7% | -9.1% |
| YTD | +5.6% | -2.9% | +8.5% | +3.0% |
| 1Y | +6.2% | -7.7% | +13.9% | +4.8% |
| 3Y | +57.5% | -25.6% | +83.2% | +59.9% |
| 5Y | +28.0% | -31.2% | +59.2% | +22.9% |
| 10Y | +101.8% | +2.8% | +98.9% | +42.2% |
| All | +296.3% | +89.2% | +207.1% | +64.5% |
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