+144.6%
IEFA vs MCO
+393.6%
-249.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -1.6% | -3.8% | +2.2% | -0.1% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +3.4% | +7.7% | -4.3% | -0.1% |
| 6M | +9.5% | +7.0% | +2.5% | +5.7% |
| YTD | +13.0% | -6.4% | +19.5% | +14.4% |
| 1Y | +18.0% | -7.6% | +25.6% | +19.7% |
| 3Y | +65.4% | +43.2% | +22.1% | +36.4% |
| 5Y | +51.6% | +29.6% | +22.0% | +27.6% |
| All | +144.6% | +393.6% | -249.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling