-0.3%
MSFT vs IEFA
+18.9%
-19.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -0.8% | -1.6% | +0.7% | -0.2% |
| 30D | +0.8% | -1.5% | +2.3% | +1.4% |
| 3M | +27.2% | +3.4% | +23.8% | +25.6% |
| 6M | +22.9% | +9.5% | +13.4% | +18.2% |
| YTD | +3.1% | +13.0% | -9.9% | -3.2% |
| 1Y | -0.3% | +18.0% | -18.3% | -8.4% |
| All | -0.3% | +18.9% | -19.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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