+329.3%
VWO vs MOS
+113.0%
+216.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +1.1% | +9.5% | -8.5% | -1.6% |
| 30D | +2.4% | +10.4% | -8.0% | -0.8% |
| 3M | +2.0% | +12.9% | -10.9% | -2.4% |
| 6M | +10.7% | +1.2% | +9.4% | +8.1% |
| YTD | +14.4% | +9.3% | +5.1% | +8.8% |
| 1Y | +22.7% | -18.0% | +40.7% | +26.2% |
| 3Y | +64.2% | -29.0% | +93.2% | +70.0% |
| 5Y | +35.8% | -9.6% | +45.3% | +20.0% |
| 10Y | +114.7% | +6.1% | +108.6% | +51.9% |
| All | +329.3% | +113.0% | +216.3% | +73.7% |
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