+1,743.2%
MU vs EFA
+376.6%
+1,366.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -15.2% | +1.2% | -16.4% | -16.3% |
| 30D | -29.5% | +0.9% | -30.4% | -30.1% |
| 3M | -15.8% | -3.4% | -12.4% | -11.5% |
| 6M | -2.9% | +2.0% | -4.8% | -2.7% |
| YTD | +154.2% | +10.4% | +143.9% | +130.6% |
| 1Y | +186.6% | +13.3% | +173.3% | +152.3% |
| 3Y | +871.5% | +65.9% | +805.5% | +443.5% |
| 5Y | +911.7% | +51.5% | +860.2% | +548.3% |
| 10Y | +4,277.4% | +144.1% | +4,133.3% | +1,535.4% |
| All | +1,743.2% | +376.6% | +1,366.6% | +180.1% |
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 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