+49.5%
IEFA vs MAS
+42.7%
+6.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +1.1% | +3.6% | -2.5% | +0.1% |
| 30D | +0.7% | +23.8% | -23.2% | -5.5% |
| 3M | -3.4% | +14.4% | -17.8% | -7.3% |
| 6M | +1.5% | +19.7% | -18.3% | -4.7% |
| YTD | +10.4% | +36.0% | -25.6% | -1.2% |
| 1Y | +13.4% | +40.4% | -27.0% | +0.4% |
| 3Y | +66.7% | +58.9% | +7.7% | +37.3% |
| 5Y | +49.5% | +44.5% | +4.9% | +24.3% |
| All | +49.5% | +42.7% | +6.8% | +24.3% |
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