+58.6%
MAS vs EFX
+7.5%
+51.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | +2.0% | +2.7% | -0.7% | +1.0% |
| 30D | +19.4% | +33.1% | -13.7% | +7.6% |
| 3M | +9.4% | +8.2% | +1.3% | +5.8% |
| 6M | +15.3% | +10.2% | +5.2% | +10.0% |
| YTD | +31.3% | -11.8% | +43.1% | +35.1% |
| 1Y | +34.9% | -6.1% | +41.0% | +34.6% |
| 3Y | +58.6% | +7.5% | +51.1% | +25.8% |
| All | +58.6% | +7.5% | +51.1% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling