+153.8%
MU vs IEFA
+9.1%
+144.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +5.8% |
| 7D | +9.0% | +0.6% | +8.4% | +7.5% |
| 30D | +13.8% | +1.0% | +12.8% | +11.1% |
| 3M | +2.1% | +4.7% | -2.6% | -6.3% |
| 6M | +153.8% | +8.6% | +145.2% | +121.9% |
| All | +153.8% | +9.1% | +144.7% | +121.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling