+160.2%
VXUS vs MSI
+1,610.7%
-1,450.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.8% | +4.7% | -6.4% | -3.5% |
| 30D | -4.6% | +14.8% | -19.3% | -9.4% |
| 3M | -6.1% | +8.8% | -14.9% | -9.2% |
| 6M | -4.9% | +19.3% | -24.2% | -11.9% |
| YTD | +8.1% | +35.3% | -27.3% | -5.0% |
| 1Y | +12.1% | +33.8% | -21.7% | -1.0% |
| 3Y | +63.9% | +74.4% | -10.6% | +27.3% |
| 5Y | +43.1% | +120.5% | -77.4% | -0.9% |
| 10Y | +139.2% | +685.2% | -546.0% | -8.4% |
| All | +160.2% | +1,610.7% | -1,450.5% | -40.0% |
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