+6,169.9%
MU vs EFA
+141.5%
+6,028.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +4.5% |
| 7D | +7.5% | -0.5% | +8.0% | +8.2% |
| 30D | +19.4% | -1.3% | +20.7% | +22.1% |
| 3M | +9.8% | +5.2% | +4.6% | +3.5% |
| 6M | +164.1% | +9.4% | +154.8% | +136.5% |
| YTD | +260.3% | +12.7% | +247.6% | +209.0% |
| 1Y | +661.2% | +19.3% | +641.9% | +506.2% |
| 3Y | +1,380.8% | +66.3% | +1,314.5% | +644.9% |
| 5Y | +1,346.4% | +53.4% | +1,293.0% | +737.6% |
| 10Y | +6,169.9% | +144.4% | +6,025.5% | +1,962.4% |
| All | +6,169.9% | +141.5% | +6,028.5% | +1,962.4% |
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