+53.4%
EFA vs MSI
+97.7%
-44.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.5% | -4.0% | +3.5% | +0.6% |
| 30D | -1.3% | -0.5% | -0.9% | -1.3% |
| 3M | +5.2% | +11.4% | -6.2% | +1.7% |
| 6M | +9.4% | +1.0% | +8.4% | +8.5% |
| YTD | +12.7% | +20.7% | -7.9% | +5.3% |
| 1Y | +19.3% | -2.7% | +22.0% | +19.5% |
| 3Y | +66.3% | +68.2% | -1.9% | +32.7% |
| 5Y | +53.4% | +100.0% | -46.6% | +10.2% |
| All | +53.4% | +97.7% | -44.4% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling