+144.4%
EFA vs MSCI
+615.8%
-471.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | -1.3% | -1.2% | -0.2% | -1.1% |
| 3M | +5.2% | -8.4% | +13.6% | +7.3% |
| 6M | +9.4% | -1.0% | +10.4% | +8.5% |
| YTD | +12.7% | -2.3% | +15.0% | +11.8% |
| 1Y | +19.3% | -1.2% | +20.4% | +17.4% |
| 3Y | +66.3% | +7.9% | +58.4% | +55.8% |
| 5Y | +53.4% | -10.1% | +63.4% | +47.7% |
| 10Y | +144.4% | +631.0% | -486.5% | +25.8% |
| All | +144.4% | +615.8% | -471.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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