+4,609.2%
MU vs EFA
+145.9%
+4,463.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.4% |
| 7D | +2.0% | -1.0% | +3.0% | +4.6% |
| 30D | -18.0% | +1.6% | -19.5% | -19.6% |
| 3M | -6.6% | -3.2% | -3.4% | -1.3% |
| 6M | +2.0% | +2.5% | -0.4% | +1.3% |
| YTD | +184.5% | +10.7% | +173.8% | +151.8% |
| 1Y | +236.9% | +12.8% | +224.1% | +191.3% |
| 3Y | +987.0% | +66.4% | +920.5% | +449.5% |
| 5Y | +1,014.6% | +51.4% | +963.3% | +561.0% |
| 10Y | +4,609.2% | +146.3% | +4,462.9% | +1,451.2% |
| All | +4,609.2% | +145.9% | +4,463.3% | +1,451.2% |
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