+376.6%
EFA vs MSI
+1,023.9%
-647.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +1.4% | +17.6% | -16.2% | -3.9% |
| 3M | -4.2% | +14.5% | -18.7% | -8.4% |
| 6M | +1.9% | +34.3% | -32.3% | -7.9% |
| YTD | +10.2% | +39.7% | -29.5% | -2.3% |
| 1Y | +12.8% | +40.2% | -27.4% | -0.2% |
| 3Y | +65.2% | +77.1% | -11.9% | +33.6% |
| 5Y | +49.8% | +124.0% | -74.2% | +10.8% |
| 10Y | +145.2% | +665.5% | -520.3% | +18.4% |
| All | +376.6% | +1,023.9% | -647.3% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling