+72.3%
MSFT vs EFA
+53.1%
+19.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | -1.0% | -0.5% | -0.6% | -0.7% |
| 30D | -2.7% | -1.3% | -1.3% | -1.6% |
| 3M | +22.1% | +5.2% | +16.9% | +17.1% |
| 6M | +20.6% | +9.4% | +11.2% | +11.3% |
| YTD | +2.3% | +12.7% | -10.4% | -8.4% |
| 1Y | -0.5% | +19.3% | -19.8% | -15.4% |
| 3Y | +50.5% | +66.3% | -15.8% | -8.4% |
| 5Y | +72.3% | +53.4% | +19.0% | +14.0% |
| All | +72.3% | +53.1% | +19.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling