+2,715.8%
MSCI vs EFV
+119.7%
+2,596.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.5% |
| 30D | +15.4% | +0.9% | +14.5% | +14.7% |
| 3M | +13.4% | -3.6% | +17.0% | +16.8% |
| 6M | +10.9% | +2.5% | +8.4% | +8.1% |
| YTD | +13.0% | +13.2% | -0.2% | +0.4% |
| 1Y | +12.0% | +20.3% | -8.3% | -5.5% |
| 3Y | +34.1% | +84.9% | -50.8% | -22.3% |
| 5Y | +3.9% | +87.7% | -83.8% | -39.8% |
| 10Y | +802.0% | +160.7% | +641.3% | +294.3% |
| All | +2,715.8% | +119.7% | +2,596.2% | +1,280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling