+2,275.3%
MSFT vs VXUS
+179.6%
+2,095.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.5% |
| 7D | -2.7% | +1.0% | -3.7% | -3.5% |
| 30D | +2.7% | +2.2% | +0.5% | +0.7% |
| 3M | +17.0% | +3.0% | +14.0% | +13.6% |
| 6M | +23.8% | +10.7% | +13.2% | +12.3% |
| YTD | +4.0% | +17.8% | -13.9% | -11.0% |
| 1Y | -0.8% | +27.6% | -28.4% | -21.0% |
| 3Y | +55.6% | +73.3% | -17.7% | -6.4% |
| 5Y | +72.9% | +54.3% | +18.6% | +15.6% |
| 10Y | +875.8% | +149.8% | +726.0% | +344.7% |
| All | +2,275.3% | +179.6% | +2,095.7% | +872.8% |
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