+4,407.5%
MU vs EFA
+147.0%
+4,260.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.8% |
| 7D | +12.8% | +2.2% | +10.6% | +9.0% |
| 30D | -14.9% | +1.4% | -16.2% | -16.4% |
| 3M | -18.0% | -4.2% | -13.9% | -12.0% |
| 6M | -3.1% | +1.9% | -5.0% | -3.1% |
| YTD | +172.9% | +10.2% | +162.7% | +143.4% |
| 1Y | +228.8% | +12.8% | +216.1% | +184.3% |
| 3Y | +950.8% | +65.2% | +885.6% | +437.3% |
| 5Y | +931.3% | +49.8% | +881.4% | +521.1% |
| All | +4,407.5% | +147.0% | +4,260.5% | +1,382.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling