+12.9%
IEFA vs MAS
+38.5%
-25.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.2% | +3.0% | -0.8% | +1.6% |
| 30D | +1.1% | +22.4% | -21.4% | -3.1% |
| 3M | -4.3% | +14.5% | -18.7% | -7.0% |
| 6M | +1.4% | +27.1% | -25.8% | -4.5% |
| YTD | +10.1% | +35.8% | -25.7% | +0.5% |
| 1Y | +12.9% | +39.4% | -26.5% | +2.1% |
| All | +12.9% | +38.5% | -25.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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