+67.5%
MA vs EFX
-35.1%
+102.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.5% |
| 7D | -1.8% | -7.8% | +6.1% | +0.7% |
| 30D | +1.4% | -5.7% | +7.1% | +3.1% |
| 3M | +17.7% | +2.5% | +15.2% | +16.0% |
| 6M | +9.7% | -16.7% | +26.3% | +15.0% |
| YTD | +0.5% | -20.2% | +20.7% | +6.3% |
| 1Y | -2.1% | -31.4% | +29.3% | +8.7% |
| 3Y | +40.1% | -10.5% | +50.6% | +34.8% |
| 5Y | +67.5% | -35.2% | +102.7% | +81.4% |
| All | +67.5% | -35.1% | +102.6% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling