+40.1%
MA vs EFA
+68.2%
-28.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.8% | +1.2% | -2.9% | -2.3% |
| 30D | +1.4% | -0.7% | +2.1% | +1.7% |
| 3M | +17.7% | +6.4% | +11.3% | +14.0% |
| 6M | +9.7% | +11.4% | -1.7% | +2.9% |
| YTD | +0.5% | +14.0% | -13.5% | -7.5% |
| 1Y | -2.1% | +20.2% | -22.3% | -13.0% |
| 3Y | +40.1% | +68.2% | -28.1% | -3.9% |
| All | +40.1% | +68.2% | -28.1% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling