+183.8%
VXUS vs MSI
+1,452.2%
-1,268.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.4% |
| 30D | +2.2% | +6.8% | -4.6% | -0.6% |
| 3M | +3.0% | +14.3% | -11.3% | -2.5% |
| 6M | +10.7% | -1.6% | +12.2% | +10.3% |
| YTD | +17.8% | +22.8% | -5.0% | +7.6% |
| 1Y | +27.6% | -1.1% | +28.7% | +26.3% |
| 3Y | +73.3% | +70.5% | +2.8% | +35.4% |
| 5Y | +54.3% | +102.8% | -48.5% | +10.1% |
| 10Y | +149.8% | +597.4% | -447.6% | +0.2% |
| All | +183.8% | +1,452.2% | -1,268.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling