+265.1%
MU vs EFA
+16.9%
+248.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.6% | -9.6% | -12.5% |
| 7D | -19.1% | +2.0% | -21.1% | -23.0% |
| 30D | -25.2% | +1.6% | -26.9% | -28.3% |
| 3M | -10.9% | -1.5% | -9.4% | -8.1% |
| 6M | +38.0% | +6.6% | +31.3% | +26.0% |
| YTD | +178.8% | +11.8% | +167.0% | +120.4% |
| 1Y | +265.1% | +16.9% | +248.3% | +154.7% |
| All | +265.1% | +16.9% | +248.2% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling