+800.7%
MSCI vs EFV
+159.5%
+641.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.7% | +2.1% | +0.5% | +0.8% |
| 30D | +16.2% | +3.1% | +13.2% | +13.3% |
| 3M | +17.1% | -1.3% | +18.4% | +18.4% |
| 6M | +13.0% | +6.0% | +7.0% | +6.8% |
| YTD | +15.8% | +15.8% | -0.1% | -0.3% |
| 1Y | +15.5% | +21.1% | -5.6% | -4.7% |
| 3Y | +32.3% | +91.0% | -58.7% | -30.3% |
| 5Y | +8.2% | +94.3% | -86.1% | -43.5% |
| 10Y | +800.7% | +160.4% | +640.3% | +258.6% |
| All | +800.7% | +159.5% | +641.2% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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