+2,579.7%
MO vs EFA
+386.6%
+2,193.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +3.6% | -1.3% | +4.9% | +4.1% |
| 3M | -3.7% | +5.2% | -8.9% | -6.0% |
| 6M | +4.5% | +9.4% | -4.8% | 0.0% |
| YTD | +21.5% | +12.7% | +8.8% | +14.6% |
| 1Y | +9.5% | +19.3% | -9.7% | +0.7% |
| 3Y | +93.6% | +66.3% | +27.2% | +52.8% |
| 5Y | +97.5% | +53.4% | +44.1% | +59.8% |
| 10Y | +111.2% | +144.4% | -33.3% | +39.8% |
| All | +2,579.7% | +386.6% | +2,193.1% | +1,190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling