+50.4%
IEFA vs MCO
+28.6%
+21.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -1.6% | -3.8% | +2.2% | -0.2% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +3.4% | +7.7% | -4.3% | +0.2% |
| 6M | +9.5% | +7.0% | +2.5% | +6.0% |
| YTD | +13.0% | -6.4% | +19.5% | +14.5% |
| 1Y | +18.0% | -7.6% | +25.6% | +19.9% |
| 3Y | +65.4% | +43.2% | +22.1% | +36.4% |
| All | +50.4% | +28.6% | +21.8% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling