+2,156.5%
MSFT vs IEFA
+217.0%
+1,939.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.2% |
| 7D | -2.7% | +0.6% | -3.3% | -3.2% |
| 30D | +2.7% | +1.0% | +1.7% | +1.7% |
| 3M | +17.0% | +4.7% | +12.2% | +12.1% |
| 6M | +23.8% | +8.6% | +15.2% | +14.0% |
| YTD | +4.0% | +14.8% | -10.9% | -9.4% |
| 1Y | -0.8% | +22.6% | -23.4% | -18.8% |
| 3Y | +55.6% | +67.0% | -11.4% | -6.4% |
| 5Y | +72.9% | +52.3% | +20.6% | +13.7% |
| 10Y | +875.8% | +147.3% | +728.5% | +314.0% |
| All | +2,156.5% | +217.0% | +1,939.5% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling