+48.9%
MSFT vs EFA
+64.9%
-16.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -1.0% | -0.5% | -0.6% | -0.8% |
| 30D | -2.7% | -1.3% | -1.3% | -1.9% |
| 3M | +22.1% | +5.2% | +16.9% | +18.7% |
| 6M | +20.6% | +9.4% | +11.2% | +14.2% |
| YTD | +2.3% | +12.7% | -10.4% | -5.3% |
| 1Y | -0.5% | +19.3% | -19.8% | -11.3% |
| All | +48.9% | +64.9% | -16.1% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling