+1,341.2%
MU vs EFA
+68.2%
+1,273.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.5% |
| 7D | +7.2% | +1.2% | +6.0% | +4.6% |
| 30D | +14.0% | -0.7% | +14.7% | +15.9% |
| 3M | +5.4% | +6.4% | -1.0% | -4.5% |
| 6M | +170.3% | +11.4% | +158.9% | +127.6% |
| YTD | +250.7% | +14.0% | +236.7% | +182.8% |
| 1Y | +662.1% | +20.2% | +641.9% | +463.9% |
| 3Y | +1,341.2% | +68.2% | +1,273.0% | +557.7% |
| All | +1,341.2% | +68.2% | +1,273.0% | +557.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling