+541.8%
MS vs EFA
+148.1%
+393.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | -1.7% | -1.0% | -0.7% | -0.4% |
| 30D | +0.9% | +1.6% | -0.6% | -0.9% |
| 3M | -10.8% | -3.2% | -7.7% | -6.9% |
| 6M | +0.9% | +2.5% | -1.6% | -1.9% |
| YTD | +9.8% | +10.7% | -0.9% | -4.0% |
| 1Y | +17.1% | +12.8% | +4.3% | -0.1% |
| 3Y | +175.7% | +66.4% | +109.3% | +38.8% |
| 5Y | +125.9% | +51.4% | +74.5% | +30.6% |
| All | +541.8% | +148.1% | +393.7% | +114.2% |
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