+66.3%
MA vs IEFA
+51.0%
+15.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | -3.5% | -0.5% | -3.0% | -3.2% |
| 30D | +0.8% | -1.1% | +1.9% | +1.6% |
| 3M | +14.8% | +5.1% | +9.7% | +10.2% |
| 6M | +10.0% | +9.3% | +0.7% | +1.4% |
| YTD | -0.1% | +13.0% | -13.1% | -10.9% |
| 1Y | -2.2% | +19.2% | -21.4% | -16.9% |
| 3Y | +39.3% | +67.0% | -27.7% | -15.1% |
| 5Y | +66.3% | +51.1% | +15.2% | +12.8% |
| All | +66.3% | +51.0% | +15.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling