+19.1%
MA vs EFA
+13.1%
+6.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | +11.0% | +1.6% | +9.5% | +10.8% |
| 3M | +17.9% | -3.2% | +21.0% | +18.2% |
| 6M | +33.2% | +2.5% | +30.7% | +32.5% |
| YTD | +16.5% | +10.7% | +5.8% | +10.0% |
| 1Y | +19.1% | +12.8% | +6.3% | +10.4% |
| All | +19.1% | +13.1% | +6.0% | +10.4% |
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