+146.4%
VXUS vs MSI
+590.9%
-444.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.6% | -5.8% | +7.3% | +3.5% |
| 30D | +1.0% | -1.0% | +2.0% | +1.2% |
| 3M | +5.7% | +14.2% | -8.5% | +0.7% |
| 6M | +13.6% | +1.0% | +12.5% | +12.3% |
| YTD | +17.4% | +21.5% | -4.1% | +8.7% |
| 1Y | +25.1% | -2.1% | +27.2% | +24.5% |
| 3Y | +75.8% | +69.3% | +6.5% | +40.9% |
| 5Y | +55.4% | +99.3% | -43.9% | +15.0% |
| 10Y | +146.4% | +595.0% | -448.6% | +32.5% |
| All | +146.4% | +590.9% | -444.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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