+130.3%
EFA vs MSCI
+3,174.4%
-3,044.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | +1.2% | +2.7% | -1.4% | +0.3% |
| 30D | +0.9% | +16.2% | -15.3% | -4.2% |
| 3M | -3.4% | +17.1% | -20.5% | -8.7% |
| 6M | +2.0% | +13.0% | -11.0% | -3.3% |
| YTD | +10.4% | +15.8% | -5.4% | +3.0% |
| 1Y | +13.3% | +15.5% | -2.2% | +5.8% |
| 3Y | +65.9% | +32.3% | +33.6% | +43.8% |
| 5Y | +51.5% | +8.2% | +43.3% | +37.0% |
| 10Y | +144.1% | +800.7% | -656.6% | -4.9% |
| All | +130.3% | +3,174.4% | -3,044.0% | -50.4% |
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 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