+160.2%
VXUS vs MSCI
+2,004.0%
-1,843.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | -1.8% | +2.8% | -4.6% | -2.7% |
| 30D | -4.6% | +15.4% | -20.0% | -9.0% |
| 3M | -6.1% | +13.4% | -19.5% | -10.1% |
| 6M | -4.9% | +10.9% | -15.8% | -9.1% |
| YTD | +8.1% | +13.0% | -4.9% | +1.9% |
| 1Y | +12.1% | +12.0% | +0.1% | +5.9% |
| 3Y | +63.9% | +34.1% | +29.8% | +41.4% |
| 5Y | +43.1% | +3.9% | +39.2% | +31.4% |
| 10Y | +139.2% | +802.0% | -662.8% | -9.9% |
| All | +160.2% | +2,004.0% | -1,843.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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