+1,388.2%
MS vs IEFA
+197.3%
+1,190.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.4% |
| 7D | -1.6% | -1.6% | 0.0% | +0.6% |
| 30D | -3.8% | -1.5% | -2.3% | -1.8% |
| 3M | -14.6% | -5.2% | -9.4% | -8.5% |
| 6M | -5.1% | -1.6% | -3.5% | -2.8% |
| YTD | +4.5% | +7.7% | -3.2% | -5.1% |
| 1Y | +13.5% | +12.2% | +1.3% | -2.1% |
| 3Y | +160.4% | +62.1% | +98.3% | +38.9% |
| 5Y | +112.9% | +43.7% | +69.1% | +33.5% |
| 10Y | +633.4% | +142.7% | +490.7% | +140.9% |
| All | +1,388.2% | +197.3% | +1,190.8% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling