+1,346.4%
MU vs IEFA
+51.0%
+1,295.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +4.6% |
| 7D | +7.5% | -0.5% | +8.0% | +8.3% |
| 30D | +19.4% | -1.1% | +20.5% | +21.7% |
| 3M | +9.8% | +5.1% | +4.8% | +3.2% |
| 6M | +164.1% | +9.3% | +154.8% | +135.4% |
| YTD | +260.3% | +13.0% | +247.4% | +205.9% |
| 1Y | +661.2% | +19.2% | +642.0% | +501.8% |
| 3Y | +1,380.8% | +67.0% | +1,313.9% | +643.8% |
| 5Y | +1,346.4% | +51.1% | +1,295.3% | +762.7% |
| All | +1,346.4% | +51.0% | +1,295.4% | +762.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling