-16.8%
MP vs IEFA
+43.6%
-60.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +6.2% |
| 7D | -10.5% | -1.6% | -8.9% | -8.4% |
| 30D | -23.5% | -1.5% | -22.1% | -21.7% |
| 3M | -25.4% | -5.2% | -20.2% | -18.2% |
| 6M | -51.3% | -1.6% | -49.7% | -49.4% |
| YTD | -29.9% | +7.7% | -37.6% | -36.9% |
| 1Y | -31.8% | +12.2% | -44.1% | -42.5% |
| 3Y | +127.0% | +62.1% | +64.9% | -1.1% |
| All | -16.8% | +43.6% | -60.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling