+212.3%
MAS vs EFX
+80.5%
+131.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | +22.4% | +25.1% | -2.7% | +10.9% |
| 3M | +14.5% | +1.7% | +12.8% | +12.9% |
| 6M | +27.1% | +18.4% | +8.8% | +16.2% |
| YTD | +35.8% | -12.5% | +48.3% | +39.4% |
| 1Y | +39.4% | -8.1% | +47.5% | +39.8% |
| 3Y | +60.3% | +4.8% | +55.5% | +47.2% |
| 5Y | +39.4% | -30.1% | +69.5% | +49.1% |
| All | +212.3% | +80.5% | +131.8% | +107.1% |
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 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