+295.5%
VWO vs MOS
+91.1%
+204.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +2.1% | +24.8% | -22.7% | -4.7% |
| 30D | -5.5% | +22.7% | -28.2% | -11.5% |
| 3M | -6.2% | -1.2% | -5.0% | -6.9% |
| 6M | -6.4% | +5.5% | -11.9% | -9.6% |
| YTD | +5.4% | -2.0% | +7.4% | +2.5% |
| 1Y | +4.5% | -7.9% | +12.5% | +3.2% |
| 3Y | +56.1% | -25.0% | +81.1% | +58.0% |
| 5Y | +28.1% | -27.7% | +55.8% | +21.1% |
| 10Y | +107.3% | -1.6% | +108.9% | +48.9% |
| All | +295.5% | +91.1% | +204.4% | +63.7% |
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