+2,396.1%
MUU vs EFA
+39.2%
+2,356.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -5.3% |
| 7D | -8.2% | -1.5% | -6.7% | -2.2% |
| 30D | +10.2% | -1.7% | +11.8% | +18.8% |
| 3M | -26.5% | +3.5% | -30.0% | -30.9% |
| 6M | +227.2% | +9.5% | +217.8% | +166.5% |
| YTD | +527.4% | +12.9% | +514.6% | +357.4% |
| 1Y | +1,843.7% | +18.2% | +1,825.5% | +1,149.2% |
| All | +2,396.1% | +39.2% | +2,356.9% | +827.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling