+13,824.2%
MA vs EFX
+499.7%
+13,324.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +2.1% |
| 7D | -2.7% | -8.6% | +5.9% | +1.7% |
| 30D | +1.5% | +0.1% | +1.4% | +1.0% |
| 3M | +20.4% | +3.8% | +16.6% | +16.6% |
| 6M | +11.1% | -13.5% | +24.7% | +17.3% |
| YTD | +2.0% | -17.7% | +19.6% | +9.0% |
| 1Y | -2.2% | -25.6% | +23.4% | +9.5% |
| 3Y | +41.9% | -12.1% | +54.0% | +35.7% |
| 5Y | +75.4% | -33.8% | +109.2% | +89.6% |
| 10Y | +527.5% | +45.1% | +482.4% | +279.0% |
| All | +13,824.2% | +499.7% | +13,324.4% | +2,950.1% |
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