+878.4%
MSFT vs VXUS
+151.1%
+727.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | -0.3% |
| 7D | -0.8% | -1.4% | +0.6% | +0.5% |
| 30D | +0.8% | -0.5% | +1.3% | +1.2% |
| 3M | +27.2% | +2.6% | +24.6% | +23.8% |
| 6M | +22.9% | +10.9% | +12.1% | +9.7% |
| YTD | +3.1% | +16.1% | -13.0% | -12.6% |
| 1Y | -0.3% | +22.3% | -22.5% | -19.9% |
| 3Y | +50.1% | +72.0% | -21.9% | -16.8% |
| 5Y | +74.6% | +54.1% | +20.5% | +9.2% |
| All | +878.4% | +151.1% | +727.3% | +287.3% |
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