+1,307.7%
MU vs EFA
+54.9%
+1,252.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.7% |
| 7D | +7.2% | +1.2% | +6.0% | +5.0% |
| 30D | +14.0% | -0.7% | +14.7% | +15.6% |
| 3M | +5.4% | +6.4% | -1.0% | -2.9% |
| 6M | +170.3% | +11.4% | +158.9% | +133.8% |
| YTD | +250.7% | +14.0% | +236.7% | +193.4% |
| 1Y | +662.1% | +20.2% | +641.9% | +493.8% |
| 3Y | +1,341.2% | +68.2% | +1,273.0% | +615.0% |
| All | +1,307.7% | +54.9% | +1,252.8% | +708.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling