+552.1%
MS vs IEFA
+146.8%
+405.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | -0.7% |
| 7D | +0.7% | +1.1% | -0.3% | -0.5% |
| 30D | -0.9% | +1.2% | -2.1% | -2.2% |
| 3M | -13.0% | -3.4% | -9.6% | -8.9% |
| 6M | -2.0% | +2.0% | -4.0% | -4.2% |
| YTD | +7.8% | +11.0% | -3.2% | -6.0% |
| 1Y | +17.9% | +15.2% | +2.6% | -2.1% |
| 3Y | +174.8% | +68.4% | +106.4% | +37.0% |
| 5Y | +119.9% | +48.4% | +71.4% | +31.4% |
| All | +552.1% | +146.8% | +405.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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