+43.6%
IEFA vs MAS
+39.2%
+4.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.6% | +2.0% | -3.5% | -2.1% |
| 30D | -1.5% | +19.4% | -20.8% | -6.5% |
| 3M | -5.2% | +9.4% | -14.6% | -7.9% |
| 6M | -1.6% | +15.3% | -16.9% | -6.6% |
| YTD | +7.7% | +31.3% | -23.6% | -2.6% |
| 1Y | +12.2% | +34.9% | -22.6% | +0.5% |
| 3Y | +62.1% | +58.6% | +3.5% | +33.3% |
| All | +43.6% | +39.2% | +4.5% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling