+209.4%
IEFA vs MCO
+1,101.2%
-891.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.4% | -7.3% | +4.9% | +0.5% |
| 30D | -2.1% | -1.7% | -0.4% | -1.6% |
| 3M | +5.5% | +3.9% | +1.6% | +3.4% |
| 6M | +8.1% | +3.8% | +4.3% | +5.7% |
| YTD | +11.9% | -7.9% | +19.8% | +14.0% |
| 1Y | +18.1% | -6.8% | +24.9% | +19.2% |
| 3Y | +65.5% | +40.9% | +24.5% | +38.2% |
| 5Y | +50.1% | +27.5% | +22.6% | +27.9% |
| 10Y | +144.2% | +381.4% | -237.2% | +17.6% |
| All | +209.4% | +1,101.2% | -891.8% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling