+61.7%
MAS vs EFX
+9.9%
+51.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.8% |
| 7D | +4.6% | +8.1% | -3.5% | +1.7% |
| 30D | +19.9% | +36.0% | -16.2% | +7.2% |
| 3M | +8.9% | +9.6% | -0.7% | +4.8% |
| 6M | +20.2% | +14.7% | +5.4% | +12.9% |
| YTD | +33.9% | -9.9% | +43.7% | +36.7% |
| 1Y | +34.7% | -5.4% | +40.1% | +34.3% |
| All | +61.7% | +9.9% | +51.8% | +27.3% |
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