+800.1%
MS vs VXUS
+156.0%
+644.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.3% | -1.1% |
| 7D | -3.4% | -3.4% | 0.0% | +1.3% |
| 30D | -3.9% | -5.8% | +1.9% | +4.3% |
| 3M | -15.9% | -6.4% | -9.5% | -8.0% |
| 6M | -2.5% | -2.5% | 0.0% | +0.7% |
| YTD | +5.1% | +7.9% | -2.8% | -6.0% |
| 1Y | +13.0% | +11.5% | +1.5% | -3.3% |
| 3Y | +160.7% | +63.4% | +97.2% | +31.8% |
| 5Y | +114.0% | +42.9% | +71.1% | +30.6% |
| 10Y | +637.5% | +138.9% | +498.6% | +124.6% |
| All | +800.1% | +156.0% | +644.1% | +137.1% |
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