-0.8%
MSFT vs EFA
+17.9%
-18.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.5% | -2.4% | -1.1% | -2.6% |
| 30D | -2.1% | -2.2% | +0.2% | -1.3% |
| 3M | +24.2% | +5.7% | +18.5% | +22.1% |
| 6M | +21.9% | +8.2% | +13.7% | +17.9% |
| YTD | +2.5% | +11.8% | -9.3% | -3.2% |
| 1Y | -0.8% | +18.3% | -19.1% | -8.7% |
| All | -0.8% | +17.9% | -18.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling