+794.2%
MS vs EFA
+141.9%
+652.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | 0.0% |
| 7D | +2.5% | +1.2% | +1.3% | +0.9% |
| 30D | 0.0% | -0.7% | +0.7% | +0.9% |
| 3M | +2.4% | +6.4% | -4.0% | -5.3% |
| 6M | +36.4% | +11.4% | +25.0% | +18.4% |
| YTD | +23.8% | +14.0% | +9.8% | +4.1% |
| 1Y | +48.6% | +20.2% | +28.4% | +16.6% |
| 3Y | +179.1% | +68.2% | +110.9% | +38.9% |
| 5Y | +144.8% | +54.8% | +90.0% | +37.7% |
| 10Y | +794.2% | +142.4% | +651.8% | +188.1% |
| All | +794.2% | +141.9% | +652.3% | +188.1% |
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 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