+70.3%
VXUS vs MCO
+40.3%
+30.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -1.9% | -7.3% | +5.4% | -0.1% |
| 30D | -0.7% | -1.7% | +1.0% | -0.4% |
| 3M | +4.9% | +3.9% | +1.0% | +3.5% |
| 6M | +9.7% | +3.8% | +5.8% | +7.9% |
| YTD | +15.0% | -7.9% | +22.9% | +16.9% |
| 1Y | +22.4% | -6.8% | +29.3% | +23.7% |
| All | +70.3% | +40.3% | +30.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling