+147.3%
VXUS vs MTCH
+208.0%
-60.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -0.5% | +15.9% | -16.3% | -2.8% |
| 3M | +2.6% | +23.3% | -20.7% | -1.0% |
| 6M | +10.9% | +40.1% | -29.3% | +4.8% |
| YTD | +16.1% | +33.6% | -17.4% | +10.4% |
| 1Y | +22.3% | +14.1% | +8.2% | +19.0% |
| 3Y | +72.0% | +1.4% | +70.6% | +66.8% |
| 5Y | +54.1% | -73.1% | +127.3% | +76.3% |
| All | +147.3% | +208.0% | -60.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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