+893.1%
MSFT vs VXUS
+137.8%
+755.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +1.7% | -1.8% | +3.4% | +3.5% |
| 30D | +0.2% | -4.6% | +4.7% | +4.8% |
| 3M | +6.4% | -6.1% | +12.4% | +12.8% |
| 6M | +28.7% | -4.9% | +33.6% | +34.0% |
| YTD | +10.4% | +8.1% | +2.4% | +0.2% |
| 1Y | +7.6% | +12.1% | -4.5% | -6.0% |
| 3Y | +52.3% | +63.9% | -11.6% | -12.0% |
| 5Y | +64.5% | +43.1% | +21.4% | +10.4% |
| All | +893.1% | +137.8% | +755.3% | +316.4% |
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