+183.8%
VXUS vs MOS
-56.6%
+240.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +1.0% | +9.5% | -8.5% | -1.0% |
| 30D | +2.2% | +10.4% | -8.2% | -0.1% |
| 3M | +3.0% | +12.9% | -9.9% | -0.3% |
| 6M | +10.7% | +1.2% | +9.4% | +8.9% |
| YTD | +17.8% | +9.3% | +8.5% | +13.7% |
| 1Y | +27.6% | -18.0% | +45.6% | +30.4% |
| 3Y | +73.3% | -29.0% | +102.3% | +78.5% |
| 5Y | +54.3% | -9.6% | +63.9% | +42.0% |
| 10Y | +149.8% | +6.1% | +143.8% | +94.6% |
| All | +183.8% | -56.6% | +240.4% | +183.6% |
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