+159.8%
VXUS vs MOS
-62.2%
+222.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.4% |
| 7D | -3.4% | +22.5% | -25.9% | -7.8% |
| 30D | -5.8% | +6.6% | -12.5% | -7.5% |
| 3M | -6.4% | -3.8% | -2.6% | -6.4% |
| 6M | -2.5% | -2.2% | -0.3% | -3.3% |
| YTD | +7.9% | -4.8% | +12.7% | +6.6% |
| 1Y | +11.5% | -11.7% | +23.2% | +11.7% |
| 3Y | +63.4% | -26.5% | +90.0% | +66.2% |
| 5Y | +42.9% | -32.2% | +75.1% | +40.3% |
| 10Y | +138.9% | +10.2% | +128.7% | +80.6% |
| All | +159.8% | -62.2% | +222.1% | +165.9% |
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