+553.7%
MS vs VXUS
+140.9%
+412.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | -0.7% | -2.5% | +1.9% | +2.8% |
| 3M | -12.4% | -4.6% | -7.7% | -6.8% |
| 6M | -1.7% | -2.6% | +0.9% | +1.6% |
| YTD | +8.0% | +10.4% | -2.3% | -5.7% |
| 1Y | +16.2% | +12.9% | +3.3% | -1.4% |
| 3Y | +171.3% | +68.4% | +102.9% | +34.7% |
| 5Y | +124.8% | +47.7% | +77.1% | +34.5% |
| 10Y | +553.7% | +142.2% | +411.4% | +131.9% |
| All | +553.7% | +140.9% | +412.8% | +131.9% |
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