+110.9%
MO vs IEFA
+148.3%
-37.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | +7.1% | -1.5% | +8.6% | +7.8% |
| 3M | -2.0% | +3.4% | -5.4% | -3.8% |
| 6M | +7.3% | +9.5% | -2.2% | +2.0% |
| YTD | +23.5% | +13.0% | +10.4% | +15.2% |
| 1Y | +11.0% | +18.0% | -7.0% | +1.2% |
| 3Y | +95.0% | +65.4% | +29.6% | +45.8% |
| 5Y | +100.6% | +51.6% | +49.1% | +57.0% |
| All | +110.9% | +148.3% | -37.5% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling