+15,808.0%
MA vs EFA
+194.3%
+15,613.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -1.8% | -1.0% | -0.8% | -1.0% |
| 30D | +11.0% | +1.6% | +9.5% | +9.5% |
| 3M | +17.9% | -3.2% | +21.0% | +21.0% |
| 6M | +33.2% | +2.5% | +30.7% | +29.3% |
| YTD | +16.5% | +10.7% | +5.8% | +4.4% |
| 1Y | +19.1% | +12.8% | +6.3% | +5.0% |
| 3Y | +70.6% | +66.4% | +4.2% | +4.3% |
| 5Y | +92.1% | +51.4% | +40.8% | +28.6% |
| 10Y | +569.6% | +146.3% | +423.3% | +201.8% |
| All | +15,808.0% | +194.3% | +15,613.7% | +6,595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling