+1,290.5%
MAR vs VXUS
+161.9%
+1,128.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.2% |
| 30D | +17.0% | -2.5% | +19.6% | +19.9% |
| 3M | +23.2% | -4.6% | +27.8% | +28.7% |
| 6M | +21.7% | -2.6% | +24.4% | +23.5% |
| YTD | +38.9% | +10.4% | +28.5% | +23.1% |
| 1Y | +48.7% | +12.9% | +35.8% | +28.7% |
| 3Y | +122.9% | +68.4% | +54.5% | +25.7% |
| 5Y | +177.5% | +47.7% | +129.8% | +81.3% |
| 10Y | +537.5% | +142.2% | +395.3% | +160.4% |
| All | +1,290.5% | +161.9% | +1,128.6% | +405.7% |
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