+179.1%
MS vs IEFA
+68.7%
+110.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +2.5% | +1.2% | +1.3% | +1.3% |
| 30D | 0.0% | -0.6% | +0.5% | +0.6% |
| 3M | +2.4% | +6.2% | -3.8% | -3.5% |
| 6M | +36.4% | +11.2% | +25.2% | +22.7% |
| YTD | +23.8% | +14.2% | +9.6% | +8.2% |
| 1Y | +48.6% | +20.0% | +28.6% | +23.4% |
| 3Y | +179.1% | +68.8% | +110.4% | +55.1% |
| All | +179.1% | +68.7% | +110.4% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling