+42.2%
MAS vs EFX
-8.6%
+50.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.6% |
| 7D | +3.3% | -2.2% | +5.5% | +3.8% |
| 30D | +25.5% | +29.2% | -3.7% | +19.4% |
| 3M | +11.8% | +3.5% | +8.3% | +10.1% |
| 6M | +21.3% | +7.8% | +13.5% | +18.3% |
| YTD | +37.7% | -12.4% | +50.2% | +39.4% |
| All | +42.2% | -8.6% | +50.8% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling