+513.2%
MA vs EFX
+38.5%
+474.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -3.5% | -9.4% | +5.9% | +0.1% |
| 30D | +0.8% | -6.9% | +7.7% | +3.3% |
| 3M | +14.8% | +0.1% | +14.7% | +13.7% |
| 6M | +10.0% | -17.3% | +27.3% | +16.8% |
| YTD | -0.1% | -21.8% | +21.7% | +7.5% |
| 1Y | -2.2% | -32.5% | +30.3% | +11.3% |
| 3Y | +39.3% | -12.3% | +51.6% | +35.0% |
| 5Y | +66.3% | -36.6% | +103.0% | +81.5% |
| 10Y | +513.2% | +41.0% | +472.2% | +329.7% |
| All | +513.2% | +38.5% | +474.7% | +329.7% |
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