+18.3%
EFA vs MSI
-1.8%
+20.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | -2.2% | -0.6% | -1.6% | -2.2% |
| 3M | +5.7% | +13.0% | -7.4% | +4.6% |
| 6M | +8.2% | +0.5% | +7.7% | +8.2% |
| YTD | +11.8% | +21.7% | -9.9% | +9.5% |
| 1Y | +18.3% | -2.6% | +20.9% | +19.2% |
| All | +18.3% | -1.8% | +20.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling