+1,878.4%
MU vs EFA
+375.7%
+1,502.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +12.8% | +2.2% | +10.6% | +9.7% |
| 30D | -14.9% | +1.4% | -16.2% | -16.1% |
| 3M | -18.0% | -4.2% | -13.9% | -12.9% |
| 6M | -3.1% | +1.9% | -5.0% | -2.9% |
| YTD | +172.9% | +10.2% | +162.7% | +148.2% |
| 1Y | +228.8% | +12.8% | +216.1% | +191.4% |
| 3Y | +950.8% | +65.2% | +885.6% | +491.6% |
| 5Y | +931.3% | +49.8% | +881.4% | +570.3% |
| 10Y | +4,417.7% | +145.2% | +4,272.6% | +1,580.4% |
| All | +1,878.4% | +375.7% | +1,502.7% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling