+15,612.2%
MA vs EFA
+192.5%
+15,419.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -0.5% | +1.3% | -1.8% | -1.7% |
| 30D | +7.9% | +0.5% | +7.4% | +7.4% |
| 3M | +16.8% | -4.1% | +20.9% | +21.0% |
| 6M | +31.0% | +2.4% | +28.5% | +27.3% |
| YTD | +15.0% | +10.0% | +5.0% | +3.7% |
| 1Y | +17.0% | +11.4% | +5.6% | +4.3% |
| 3Y | +68.5% | +65.4% | +3.1% | +3.6% |
| 5Y | +85.0% | +49.6% | +35.4% | +25.1% |
| 10Y | +561.3% | +144.8% | +416.6% | +199.8% |
| All | +15,612.2% | +192.5% | +15,419.8% | +6,549.9% |
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 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