+20.2%
EFA vs MP
-11.6%
+31.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.7% |
| 7D | +1.2% | +3.0% | -1.8% | +1.0% |
| 30D | -0.7% | +8.3% | -9.1% | -1.4% |
| 3M | +6.4% | -3.8% | +10.2% | +6.2% |
| 6M | +11.4% | -4.9% | +16.3% | +10.7% |
| YTD | +14.0% | +9.6% | +4.4% | +12.9% |
| 1Y | +20.2% | -11.7% | +31.9% | +20.1% |
| All | +20.2% | -11.6% | +31.8% | +20.1% |
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