+1,460.1%
MA vs IEFA
+203.5%
+1,256.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -0.5% | +1.3% | -1.8% | -1.8% |
| 30D | +7.9% | +0.1% | +7.8% | +7.7% |
| 3M | +16.8% | -4.2% | +21.0% | +21.4% |
| 6M | +31.0% | +1.9% | +29.1% | +27.5% |
| YTD | +15.0% | +9.9% | +5.1% | +2.5% |
| 1Y | +17.0% | +11.5% | +5.5% | +2.7% |
| 3Y | +68.5% | +66.0% | +2.5% | -4.1% |
| 5Y | +85.0% | +47.5% | +37.5% | +19.8% |
| 10Y | +561.3% | +146.5% | +414.9% | +158.9% |
| All | +1,460.1% | +203.5% | +1,256.6% | +404.2% |
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