+214.8%
MAS vs EFX
+69.3%
+145.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +23.8% | +29.1% | -5.3% | +10.7% |
| 3M | +14.4% | +4.3% | +10.2% | +11.6% |
| 6M | +19.7% | +7.7% | +12.0% | +14.1% |
| YTD | +36.0% | -12.5% | +48.4% | +39.5% |
| 1Y | +40.4% | -8.8% | +49.2% | +41.3% |
| 3Y | +58.9% | +4.3% | +54.6% | +46.2% |
| 5Y | +44.5% | -29.4% | +73.9% | +53.9% |
| 10Y | +214.8% | +78.1% | +136.6% | +109.8% |
| All | +214.8% | +69.3% | +145.4% | +109.8% |
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 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