+145.1%
MS vs IEFA
+52.2%
+92.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +0.8% |
| 30D | -0.3% | +1.0% | -1.3% | -1.3% |
| 3M | +0.3% | +4.7% | -4.4% | -4.4% |
| 6M | +31.3% | +8.6% | +22.8% | +20.3% |
| YTD | +24.7% | +14.8% | +9.8% | +7.3% |
| 1Y | +47.9% | +22.6% | +25.3% | +18.6% |
| 3Y | +178.3% | +67.0% | +111.3% | +57.9% |
| All | +145.1% | +52.2% | +92.9% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling