+102.4%
EFA vs MP
+268.3%
-165.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | +1.2% | -3.6% | +4.9% | +1.5% |
| 30D | +0.9% | -21.0% | +21.9% | +2.7% |
| 3M | -3.4% | -33.3% | +29.9% | -0.5% |
| 6M | +2.0% | -45.9% | +47.9% | +6.3% |
| YTD | +10.4% | -27.8% | +38.2% | +11.8% |
| 1Y | +13.3% | -43.2% | +56.5% | +16.6% |
| 3Y | +65.9% | +144.0% | -78.1% | +41.3% |
| 5Y | +51.5% | -6.1% | +57.6% | +38.4% |
| All | +102.4% | +268.3% | -165.9% | +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