+395.7%
EFA vs MSI
+887.7%
-492.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +1.8% |
| 30D | +0.9% | +6.8% | -6.0% | -1.5% |
| 3M | +4.9% | +14.3% | -9.4% | 0.0% |
| 6M | +8.6% | -1.6% | +10.1% | +8.2% |
| YTD | +14.6% | +22.8% | -8.2% | +6.1% |
| 1Y | +22.6% | -1.1% | +23.7% | +21.5% |
| 3Y | +66.5% | +70.5% | -4.0% | +36.3% |
| 5Y | +54.5% | +102.8% | -48.3% | +18.1% |
| 10Y | +144.8% | +597.4% | -452.6% | +21.8% |
| All | +395.7% | +887.7% | -492.0% | +68.9% |
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