+568.4%
MA vs EFX
+69.3%
+499.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +11.8% | +29.1% | -17.3% | +0.9% |
| 3M | +17.2% | +4.3% | +12.9% | +14.4% |
| 6M | +33.4% | +7.7% | +25.7% | +27.5% |
| YTD | +16.1% | -12.5% | +28.6% | +19.1% |
| 1Y | +19.9% | -8.8% | +28.7% | +20.9% |
| 3Y | +70.1% | +4.3% | +65.7% | +53.1% |
| 5Y | +89.6% | -29.4% | +119.0% | +98.2% |
| 10Y | +568.4% | +78.1% | +490.3% | +320.6% |
| All | +568.4% | +69.3% | +499.1% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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