+872.1%
MSFT vs EFA
+144.2%
+727.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.0% |
| 7D | -3.5% | -2.4% | -1.1% | -1.3% |
| 30D | -2.1% | -2.2% | +0.2% | 0.0% |
| 3M | +24.2% | +5.7% | +18.5% | +17.6% |
| 6M | +21.9% | +8.2% | +13.7% | +12.0% |
| YTD | +2.5% | +11.8% | -9.3% | -9.2% |
| 1Y | -0.8% | +18.3% | -19.1% | -17.0% |
| 3Y | +50.8% | +64.9% | -14.2% | -12.0% |
| 5Y | +73.5% | +52.4% | +21.1% | +10.3% |
| All | +872.1% | +144.2% | +727.9% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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