+1,282.6%
MA vs IEFA
+217.0%
+1,065.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.7% | +0.6% | -3.3% | -3.3% |
| 30D | +1.5% | +1.0% | +0.5% | +0.4% |
| 3M | +20.4% | +4.7% | +15.7% | +14.5% |
| 6M | +11.1% | +8.6% | +2.6% | +1.0% |
| YTD | +2.0% | +14.8% | -12.9% | -12.8% |
| 1Y | -2.2% | +22.6% | -24.8% | -21.8% |
| 3Y | +41.9% | +67.0% | -25.1% | -19.3% |
| 5Y | +75.4% | +52.3% | +23.1% | +10.3% |
| 10Y | +527.5% | +147.3% | +380.2% | +144.0% |
| All | +1,282.6% | +217.0% | +1,065.5% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling