+61.8%
MSFT vs EFA
+49.9%
+11.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.9% |
| 7D | -2.4% | +1.3% | -3.7% | -3.4% |
| 30D | -3.8% | +0.5% | -4.3% | -4.1% |
| 3M | +6.4% | -4.1% | +10.5% | +10.1% |
| 6M | +28.8% | +2.4% | +26.3% | +26.1% |
| YTD | +8.8% | +10.0% | -1.2% | -0.6% |
| 1Y | +3.2% | +11.4% | -8.2% | -6.9% |
| 3Y | +44.8% | +65.4% | -20.6% | -11.9% |
| 5Y | +61.8% | +49.6% | +12.2% | +10.1% |
| All | +61.8% | +49.9% | +11.9% | +10.1% |
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 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