+54.8%
EFA vs MSCI
-10.9%
+65.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | +0.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.7% |
| 30D | -0.7% | -1.7% | +1.0% | -0.4% |
| 3M | +6.4% | -8.2% | +14.6% | +8.2% |
| 6M | +11.4% | -2.4% | +13.8% | +11.0% |
| YTD | +14.0% | -2.8% | +16.8% | +13.2% |
| 1Y | +20.2% | -2.7% | +22.9% | +18.9% |
| 3Y | +68.2% | +7.3% | +60.9% | +58.0% |
| 5Y | +54.8% | -11.4% | +66.2% | +44.4% |
| All | +54.8% | -10.9% | +65.7% | +44.4% |
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