+109.0%
EFA vs MP
+459.3%
-350.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.7% |
| 7D | +1.2% | +3.0% | -1.8% | +0.9% |
| 30D | -0.7% | +8.3% | -9.1% | -1.5% |
| 3M | +6.4% | -3.8% | +10.2% | +6.3% |
| 6M | +11.4% | -4.9% | +16.3% | +10.9% |
| YTD | +14.0% | +9.6% | +4.4% | +11.8% |
| 1Y | +20.2% | -11.7% | +31.9% | +18.7% |
| 3Y | +68.2% | +158.5% | -90.3% | +43.6% |
| 5Y | +54.8% | +68.9% | -14.1% | +35.9% |
| All | +109.0% | +459.3% | -350.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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