+200.1%
IEFA vs MAS
+670.7%
-470.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.5% | -1.9% |
| 7D | -1.7% | +4.6% | -6.3% | -3.1% |
| 30D | -1.8% | +19.9% | -21.6% | -7.2% |
| 3M | -4.5% | +8.9% | -13.4% | -7.2% |
| 6M | +1.8% | +20.2% | -18.4% | -4.8% |
| YTD | +8.5% | +33.9% | -25.3% | -2.5% |
| 1Y | +12.8% | +34.7% | -21.9% | +1.0% |
| 3Y | +62.5% | +60.4% | +2.1% | +34.6% |
| 5Y | +44.8% | +43.5% | +1.4% | +21.8% |
| 10Y | +144.6% | +226.7% | -82.1% | +55.5% |
| All | +200.1% | +670.7% | -470.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling