+992.6%
MAR vs VXUS
+179.6%
+813.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.4% |
| 7D | -4.2% | +1.0% | -5.2% | -5.1% |
| 30D | -6.7% | +2.2% | -8.9% | -8.8% |
| 3M | -12.5% | +3.0% | -15.5% | -15.7% |
| 6M | +0.6% | +10.7% | -10.1% | -10.3% |
| YTD | +9.1% | +17.8% | -8.7% | -9.2% |
| 1Y | +26.2% | +27.6% | -1.4% | -3.5% |
| 3Y | +68.2% | +73.3% | -5.2% | -7.5% |
| 5Y | +163.9% | +54.3% | +109.6% | +65.3% |
| 10Y | +420.6% | +149.8% | +270.7% | +106.0% |
| All | +992.6% | +179.6% | +813.0% | +273.0% |
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 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