+120.9%
MAR vs VXUS
+69.0%
+51.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.4% |
| 7D | +1.8% | +2.3% | -0.5% | 0.0% |
| 30D | +14.3% | -2.2% | +16.5% | +16.1% |
| 3M | +20.0% | -5.4% | +25.4% | +24.7% |
| 6M | +21.7% | -1.2% | +23.0% | +21.6% |
| YTD | +37.7% | +10.4% | +27.3% | +24.4% |
| 1Y | +46.8% | +11.8% | +35.0% | +31.1% |
| All | +120.9% | +69.0% | +51.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling