+183.8%
VXUS vs MTCH
+461.5%
-277.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +2.2% | +9.7% | -7.5% | +0.5% |
| 3M | +3.0% | +21.1% | -18.1% | -0.6% |
| 6M | +10.7% | +37.5% | -26.8% | +4.4% |
| YTD | +17.8% | +31.9% | -14.1% | +11.7% |
| 1Y | +27.6% | +14.6% | +13.0% | +23.7% |
| 3Y | +73.3% | -6.2% | +79.5% | +69.9% |
| 5Y | +54.3% | -70.6% | +124.9% | +77.2% |
| 10Y | +149.8% | +185.6% | -35.8% | +74.0% |
| All | +183.8% | +461.5% | -277.7% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling