+383.4%
EFA vs MCO
+3,348.7%
-2,965.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -2.4% | -7.3% | +5.0% | +0.4% |
| 30D | -2.2% | -1.7% | -0.5% | -1.7% |
| 3M | +5.7% | +3.9% | +1.8% | +3.7% |
| 6M | +8.2% | +3.8% | +4.4% | +5.9% |
| YTD | +11.8% | -7.9% | +19.7% | +13.6% |
| 1Y | +18.3% | -6.8% | +25.1% | +19.3% |
| 3Y | +64.9% | +40.9% | +24.0% | +40.2% |
| 5Y | +52.4% | +27.5% | +24.9% | +32.3% |
| 10Y | +142.4% | +381.4% | -239.0% | +23.6% |
| All | +383.4% | +3,348.7% | -2,965.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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