+45.8%
EFA vs MP
-5.6%
+51.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.3% |
| 7D | -1.4% | -10.5% | +9.1% | -0.4% |
| 30D | -1.2% | -23.5% | +22.4% | +1.2% |
| 3M | -5.1% | -25.4% | +20.3% | -2.8% |
| 6M | -1.2% | -51.3% | +50.0% | +4.7% |
| YTD | +7.8% | -29.9% | +37.7% | +9.6% |
| 1Y | +12.2% | -31.8% | +44.0% | +13.9% |
| 3Y | +61.5% | +127.0% | -65.5% | +29.9% |
| All | +45.8% | -5.6% | +51.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling