+92.1%
MA vs IEFA
+49.1%
+43.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.8% | -1.1% | -0.7% | -1.0% |
| 30D | +11.0% | +1.3% | +9.7% | +9.9% |
| 3M | +17.9% | -3.2% | +21.0% | +20.6% |
| 6M | +33.2% | +2.0% | +31.2% | +30.3% |
| YTD | +16.5% | +10.7% | +5.8% | +5.3% |
| 1Y | +19.1% | +13.0% | +6.1% | +5.8% |
| 3Y | +70.6% | +67.1% | +3.4% | +2.7% |
| 5Y | +92.1% | +49.4% | +42.7% | +37.9% |
| All | +92.1% | +49.1% | +43.0% | +37.9% |
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