-1.8%
MA vs EFA
+17.9%
-19.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -3.2% |
| 30D | +0.7% | -2.2% | +2.9% | +1.0% |
| 3M | +15.8% | +5.7% | +10.1% | +14.8% |
| 6M | +10.2% | +8.2% | +2.0% | +8.0% |
| YTD | -0.5% | +11.8% | -12.2% | -5.2% |
| 1Y | -1.8% | +18.3% | -20.1% | -9.6% |
| All | -1.8% | +17.9% | -19.8% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling