+915.1%
MSFT vs EFA
+147.0%
+768.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -1.3% | +2.2% | -3.5% | -3.3% |
| 30D | -1.8% | +1.4% | -3.2% | -3.0% |
| 3M | +5.6% | -4.2% | +9.8% | +10.0% |
| 6M | +29.8% | +1.9% | +27.9% | +27.2% |
| YTD | +9.0% | +10.2% | -1.2% | -2.1% |
| 1Y | +4.9% | +12.8% | -7.8% | -8.0% |
| 3Y | +46.2% | +65.2% | -19.0% | -14.9% |
| 5Y | +62.1% | +49.8% | +12.3% | +4.8% |
| All | +915.1% | +147.0% | +768.1% | +311.7% |
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