+184.7%
MS vs EFA
+68.9%
+115.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +0.8% |
| 30D | -0.3% | +0.9% | -1.1% | -1.1% |
| 3M | +0.3% | +4.9% | -4.6% | -4.3% |
| 6M | +31.3% | +8.6% | +22.8% | +21.1% |
| YTD | +24.7% | +14.6% | +10.0% | +8.5% |
| 1Y | +47.9% | +22.6% | +25.3% | +20.0% |
| All | +184.7% | +68.9% | +115.8% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling