+562.2%
MS vs EFA
+365.3%
+196.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.6% |
| 7D | -1.6% | -1.4% | -0.1% | +0.7% |
| 30D | -3.8% | -1.2% | -2.6% | -1.9% |
| 3M | -14.6% | -5.1% | -9.5% | -7.6% |
| 6M | -5.1% | -1.2% | -3.8% | -3.1% |
| YTD | +4.5% | +7.8% | -3.3% | -7.1% |
| 1Y | +13.5% | +12.2% | +1.4% | -4.8% |
| 3Y | +160.4% | +61.5% | +98.9% | +25.3% |
| 5Y | +112.9% | +45.8% | +67.1% | +18.5% |
| 10Y | +633.4% | +141.8% | +491.6% | +96.4% |
| All | +562.2% | +365.3% | +196.9% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling