+15,614.6%
MA vs EFX
+542.2%
+15,072.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.6% |
| 7D | +2.3% | +2.7% | -0.4% | +0.9% |
| 30D | +14.7% | +33.1% | -18.4% | -1.5% |
| 3M | +13.5% | +8.2% | +5.3% | +7.6% |
| 6M | +33.1% | +10.2% | +23.0% | +23.6% |
| YTD | +15.1% | -11.8% | +26.9% | +17.8% |
| 1Y | +18.7% | -6.1% | +24.8% | +17.4% |
| 3Y | +72.1% | +7.5% | +64.6% | +46.8% |
| 5Y | +92.8% | -30.7% | +123.5% | +102.9% |
| 10Y | +571.6% | +68.7% | +503.0% | +267.8% |
| All | +15,614.6% | +542.2% | +15,072.4% | +3,195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling