+217.5%
IEFA vs MSI
+1,063.5%
-846.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +1.8% |
| 30D | +1.0% | +6.8% | -5.8% | -1.4% |
| 3M | +4.7% | +14.3% | -9.6% | -0.4% |
| 6M | +8.6% | -1.6% | +10.1% | +8.3% |
| YTD | +14.8% | +22.8% | -8.0% | +5.7% |
| 1Y | +22.6% | -1.1% | +23.7% | +21.6% |
| 3Y | +67.0% | +70.5% | -3.5% | +33.3% |
| 5Y | +52.3% | +102.8% | -50.5% | +12.0% |
| 10Y | +147.3% | +597.4% | -450.1% | +15.4% |
| All | +217.5% | +1,063.5% | -846.0% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling