+50.5%
EFA vs MSCI
+4.7%
+45.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +1.2% | +1.5% | -0.2% | +0.8% |
| 30D | +1.5% | +14.4% | -12.9% | -2.0% |
| 3M | -3.3% | +15.2% | -18.5% | -6.9% |
| 6M | +2.6% | +11.2% | -8.7% | -1.0% |
| YTD | +11.0% | +13.9% | -2.9% | +5.8% |
| 1Y | +15.1% | +12.5% | +2.6% | +10.0% |
| 3Y | +67.6% | +32.3% | +35.4% | +48.2% |
| 5Y | +50.5% | +4.9% | +45.6% | +35.6% |
| All | +50.5% | +4.7% | +45.8% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling