+4,407.5%
MU vs IEFA
+148.4%
+4,259.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.7% |
| 7D | +12.8% | +2.2% | +10.6% | +9.1% |
| 30D | -14.9% | +1.1% | -15.9% | -15.9% |
| 3M | -18.0% | -4.3% | -13.8% | -11.8% |
| 6M | -3.1% | +1.4% | -4.5% | -2.3% |
| YTD | +172.9% | +10.1% | +162.8% | +143.7% |
| 1Y | +228.8% | +12.9% | +215.9% | +183.9% |
| 3Y | +950.8% | +65.8% | +885.1% | +435.3% |
| 5Y | +931.3% | +47.7% | +883.6% | +535.4% |
| All | +4,407.5% | +148.4% | +4,259.1% | +1,379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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