+513.2%
MA vs EFA
+141.5%
+371.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.1% |
| 30D | +0.8% | -1.3% | +2.1% | +2.1% |
| 3M | +14.8% | +5.2% | +9.6% | +8.5% |
| 6M | +10.0% | +9.4% | +0.6% | -1.3% |
| YTD | -0.1% | +12.7% | -12.8% | -13.7% |
| 1Y | -2.2% | +19.3% | -21.5% | -20.7% |
| 3Y | +39.3% | +66.3% | -27.1% | -23.9% |
| 5Y | +66.3% | +53.4% | +13.0% | +0.4% |
| 10Y | +513.2% | +144.4% | +368.8% | +118.6% |
| All | +513.2% | +141.5% | +371.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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