+808.5%
MS vs VXUS
+148.5%
+660.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.4% |
| 7D | +1.4% | +1.0% | +0.4% | +0.1% |
| 30D | -0.3% | +2.2% | -2.4% | -3.0% |
| 3M | +0.3% | +3.0% | -2.7% | -3.5% |
| 6M | +31.3% | +10.7% | +20.7% | +14.6% |
| YTD | +24.7% | +17.8% | +6.8% | +0.1% |
| 1Y | +47.9% | +27.6% | +20.3% | +7.1% |
| 3Y | +178.3% | +73.3% | +105.0% | +34.0% |
| 5Y | +144.9% | +54.3% | +90.6% | +39.2% |
| All | +808.5% | +148.5% | +660.1% | +197.9% |
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