+131.7%
EFA vs MSCI
+3,122.5%
-2,990.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +1.2% | +1.5% | -0.2% | +0.7% |
| 30D | +1.5% | +14.4% | -12.9% | -3.1% |
| 3M | -3.3% | +15.2% | -18.5% | -8.1% |
| 6M | +2.6% | +11.2% | -8.7% | -2.2% |
| YTD | +11.0% | +13.9% | -2.9% | +4.2% |
| 1Y | +15.1% | +12.5% | +2.6% | +8.5% |
| 3Y | +67.6% | +32.3% | +35.4% | +45.2% |
| 5Y | +50.5% | +4.9% | +45.6% | +37.6% |
| 10Y | +144.8% | +779.7% | -634.9% | -3.8% |
| All | +131.7% | +3,122.5% | -2,990.8% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling