+43.5%
MAS vs EFX
-29.5%
+72.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.8% |
| 7D | +4.6% | +8.1% | -3.5% | +1.0% |
| 30D | +19.9% | +36.0% | -16.2% | +4.3% |
| 3M | +8.9% | +9.6% | -0.7% | +3.8% |
| 6M | +20.2% | +14.7% | +5.4% | +11.0% |
| YTD | +33.9% | -9.9% | +43.7% | +36.3% |
| 1Y | +34.7% | -5.4% | +40.1% | +33.6% |
| 3Y | +60.4% | +9.3% | +51.1% | +39.8% |
| 5Y | +43.5% | -29.1% | +72.6% | +50.5% |
| All | +43.5% | -29.5% | +72.9% | +50.5% |
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