+424.9%
MAR vs VXUS
+148.6%
+276.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.7% |
| 7D | -2.1% | -1.9% | -0.2% | 0.0% |
| 30D | -5.7% | -0.7% | -4.9% | -5.0% |
| 3M | -14.6% | +4.9% | -19.6% | -19.5% |
| 6M | +1.3% | +9.7% | -8.3% | -9.5% |
| YTD | +6.7% | +15.0% | -8.3% | -10.1% |
| 1Y | +26.4% | +22.4% | +4.0% | -1.0% |
| 3Y | +64.7% | +72.2% | -7.5% | -13.7% |
| 5Y | +153.1% | +52.6% | +100.4% | +54.0% |
| All | +424.9% | +148.6% | +276.3% | +108.2% |
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