+1,434.6%
MS vs IEFA
+206.4%
+1,228.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 6M | -2.0% | +2.0% | -4.0% | -4.1% |
| YTD | +7.8% | +11.0% | -3.2% | -5.7% |
| 1Y | +17.9% | +15.2% | +2.6% | -1.7% |
| 3Y | +174.8% | +68.4% | +106.4% | +39.6% |
| 5Y | +119.9% | +48.4% | +71.4% | +32.4% |
| 10Y | +578.8% | +146.4% | +432.5% | +118.5% |
| All | +1,434.6% | +206.4% | +1,228.2% | +249.0% |
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 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