+13.3%
EFA vs MP
-40.8%
+54.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | +2.1% |
| 7D | +1.2% | -3.6% | +4.9% | +1.6% |
| 30D | +0.9% | -21.0% | +21.9% | +3.2% |
| 3M | -3.4% | -33.3% | +29.9% | +0.3% |
| 6M | +2.0% | -45.9% | +47.9% | +7.3% |
| YTD | +10.4% | -27.8% | +38.2% | +12.5% |
| 1Y | +13.3% | -43.2% | +56.5% | +16.3% |
| All | +13.3% | -40.8% | +54.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling