+539.2%
MAR vs VXUS
+146.5%
+392.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +16.2% | -1.2% | +17.4% | +17.5% |
| 3M | +23.1% | -3.8% | +26.9% | +27.7% |
| 6M | +22.0% | -1.7% | +23.6% | +22.5% |
| YTD | +39.2% | +11.4% | +27.7% | +20.7% |
| 1Y | +48.3% | +13.3% | +34.9% | +26.1% |
| 3Y | +123.4% | +70.0% | +53.4% | +17.5% |
| 5Y | +185.4% | +48.1% | +137.3% | +78.5% |
| 10Y | +539.2% | +147.1% | +392.1% | +160.0% |
| All | +539.2% | +146.5% | +392.7% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling