+388.2%
EFA vs MKSI
+1,180.8%
-792.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | -1.7% | -12.8% | +11.1% | +1.4% |
| 3M | +3.5% | -22.5% | +26.0% | +8.0% |
| 6M | +9.5% | +19.4% | -9.9% | +1.8% |
| YTD | +12.9% | +67.7% | -54.9% | -4.3% |
| 1Y | +18.2% | +131.4% | -113.2% | -8.7% |
| 3Y | +64.8% | +197.3% | -132.5% | +11.4% |
| 5Y | +53.9% | +87.0% | -33.1% | +12.6% |
| 10Y | +144.8% | +522.1% | -377.3% | +16.9% |
| All | +388.2% | +1,180.8% | -792.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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