+2,586.2%
MA vs VXUS
+179.6%
+2,406.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.6% |
| 7D | -2.7% | +1.0% | -3.7% | -3.6% |
| 30D | +1.5% | +2.2% | -0.7% | -0.7% |
| 3M | +20.4% | +3.0% | +17.5% | +16.1% |
| 6M | +11.1% | +10.7% | +0.5% | -1.2% |
| YTD | +2.0% | +17.8% | -15.9% | -15.1% |
| 1Y | -2.2% | +27.6% | -29.7% | -24.9% |
| 3Y | +41.9% | +73.3% | -31.4% | -21.1% |
| 5Y | +75.4% | +54.3% | +21.0% | +10.2% |
| 10Y | +527.5% | +149.8% | +377.7% | +152.1% |
| All | +2,586.2% | +179.6% | +2,406.6% | +869.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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