+102.7%
MO vs EFA
+52.4%
+50.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.1% | -1.5% | +1.7% | +0.4% |
| 30D | +7.1% | -1.7% | +8.8% | +7.4% |
| 3M | -2.0% | +3.5% | -5.5% | -2.7% |
| 6M | +7.3% | +9.5% | -2.2% | +4.9% |
| YTD | +23.5% | +12.9% | +10.6% | +19.7% |
| 1Y | +11.0% | +18.2% | -7.2% | +6.2% |
| 3Y | +95.0% | +64.8% | +30.2% | +66.8% |
| All | +102.7% | +52.4% | +50.3% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling