+182.8%
VXUS vs MCO
+1,842.5%
-1,659.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | +1.0% | +0.9% | +0.1% | +0.5% |
| 3M | +5.7% | +8.7% | -3.0% | +1.4% |
| 6M | +13.6% | +2.4% | +11.2% | +11.4% |
| YTD | +17.4% | -5.2% | +22.6% | +18.1% |
| 1Y | +25.1% | -4.4% | +29.4% | +24.8% |
| 3Y | +75.8% | +45.1% | +30.7% | +43.4% |
| 5Y | +55.4% | +31.5% | +23.9% | +29.4% |
| 10Y | +146.4% | +380.7% | -234.3% | +8.7% |
| All | +182.8% | +1,842.5% | -1,659.8% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling