+73.5%
MSFT vs IEFA
+48.7%
+24.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -3.5% | -2.4% | -1.0% | -1.6% |
| 30D | -2.1% | -2.1% | 0.0% | -0.4% |
| 3M | +24.2% | +5.5% | +18.6% | +18.8% |
| 6M | +21.9% | +8.1% | +13.7% | +13.6% |
| YTD | +2.5% | +11.9% | -9.4% | -7.7% |
| 1Y | -0.8% | +18.1% | -18.9% | -14.8% |
| 3Y | +50.8% | +65.5% | -14.7% | -7.4% |
| 5Y | +73.5% | +50.1% | +23.5% | +17.5% |
| All | +73.5% | +48.7% | +24.8% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling