+215.9%
MAS vs EFX
+66.3%
+149.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.0% |
| 7D | +2.0% | +2.7% | -0.7% | +0.8% |
| 30D | +19.4% | +33.1% | -13.7% | +5.4% |
| 3M | +9.4% | +8.2% | +1.3% | +5.1% |
| 6M | +15.3% | +10.2% | +5.2% | +8.9% |
| YTD | +31.3% | -11.8% | +43.1% | +34.3% |
| 1Y | +34.9% | -6.1% | +41.0% | +33.9% |
| 3Y | +58.6% | +7.5% | +51.1% | +44.2% |
| 5Y | +40.7% | -30.7% | +71.4% | +50.8% |
| All | +215.9% | +66.3% | +149.6% | +123.0% |
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