How good does this work for non US stocks? I don't think you should invest all your money in stocks of just one nation.
My take: Of these Big Three indices, the S&P 500 will outperform others over the long term. That is not blind pro-US bias. The US economy (and, correspondingly, the S&P 500 index) is much more dynamic than EU and Japan. It can recover faster after downturns -- recessions & depressions.
<snark> As a retail investor, put your money into a very low commission ETF that tracks the S&P 500 index. See: Fidelity, State Street, or Vanguard. Enable dividend reinvestment programme ("DRIP") to buy more shares with dividends. Go to sleep for 30 years. Wake up rich. Simples. </snark>