+65.8%
IEFA vs MSI
+76.4%
-10.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.7% |
| 30D | +1.1% | +17.6% | -16.5% | -1.4% |
| 3M | -4.3% | +14.5% | -18.8% | -6.2% |
| 6M | +1.4% | +34.3% | -32.9% | -3.5% |
| YTD | +10.1% | +39.7% | -29.6% | +3.3% |
| 1Y | +12.9% | +40.2% | -27.3% | +5.9% |
| 3Y | +65.8% | +77.1% | -11.4% | +40.3% |
| All | +65.8% | +76.4% | -10.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling