+112.4%
MS vs EFA
+45.7%
+66.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.3% |
| 7D | -1.6% | -1.4% | -0.1% | +0.1% |
| 30D | -3.8% | -1.2% | -2.6% | -2.3% |
| 3M | -14.6% | -5.1% | -9.5% | -9.5% |
| 6M | -5.1% | -1.2% | -3.8% | -3.4% |
| YTD | +4.5% | +7.8% | -3.3% | -3.5% |
| 1Y | +13.5% | +12.2% | +1.4% | +0.4% |
| 3Y | +160.4% | +61.5% | +98.9% | +52.9% |
| All | +112.4% | +45.7% | +66.8% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling