+110.9%
MO vs EFA
+146.6%
-35.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +0.1% | -1.5% | +1.7% | +0.8% |
| 30D | +7.1% | -1.7% | +8.8% | +7.9% |
| 3M | -2.0% | +3.5% | -5.5% | -3.8% |
| 6M | +7.3% | +9.5% | -2.2% | +1.9% |
| YTD | +23.5% | +12.9% | +10.6% | +15.2% |
| 1Y | +11.0% | +18.2% | -7.2% | +1.0% |
| 3Y | +95.0% | +64.8% | +30.2% | +45.4% |
| 5Y | +100.6% | +53.9% | +46.7% | +54.8% |
| All | +110.9% | +146.6% | -35.7% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling