+112.4%
MS vs VXUS
+42.8%
+69.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.7% |
| 7D | -1.6% | -1.8% | +0.2% | +0.5% |
| 30D | -3.8% | -4.6% | +0.8% | +1.5% |
| 3M | -14.6% | -6.1% | -8.5% | -8.4% |
| 6M | -5.1% | -4.9% | -0.2% | +0.4% |
| YTD | +4.5% | +8.1% | -3.5% | -4.5% |
| 1Y | +13.5% | +12.1% | +1.5% | -0.4% |
| 3Y | +160.4% | +63.9% | +96.5% | +47.6% |
| All | +112.4% | +42.8% | +69.7% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling