+35.3%
MAS vs EFX
-33.8%
+69.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +4.6% |
| 7D | -0.8% | -8.6% | +7.9% | +3.1% |
| 30D | -5.6% | +0.1% | -5.7% | -5.9% |
| 3M | +4.4% | +3.8% | +0.6% | +1.6% |
| 6M | +7.2% | -13.5% | +20.7% | +12.4% |
| YTD | +16.1% | -17.7% | +33.8% | +23.3% |
| 1Y | +0.1% | -25.6% | +25.7% | +11.4% |
| 3Y | +28.3% | -12.1% | +40.4% | +25.9% |
| All | +35.3% | -33.8% | +69.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling