+593.1%
MA vs EFX
+80.5%
+512.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | +9.6% | +25.1% | -15.5% | +0.1% |
| 3M | +16.8% | +1.7% | +15.1% | +15.2% |
| 6M | +35.2% | +18.4% | +16.8% | +24.6% |
| YTD | +16.6% | -12.5% | +29.1% | +19.6% |
| 1Y | +19.8% | -8.1% | +27.9% | +20.4% |
| 3Y | +70.7% | +4.8% | +65.9% | +53.4% |
| 5Y | +87.4% | -30.1% | +117.5% | +96.8% |
| All | +593.1% | +80.5% | +512.6% | +329.0% |
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