+1,392.2%
MAS vs EFX
+6,408.3%
-5,016.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +4.5% |
| 7D | -0.8% | -8.6% | +7.9% | +2.9% |
| 30D | -5.6% | +0.1% | -5.7% | -5.9% |
| 3M | +4.4% | +3.8% | +0.6% | +1.7% |
| 6M | +7.2% | -13.5% | +20.7% | +11.8% |
| YTD | +16.1% | -17.7% | +33.8% | +22.3% |
| 1Y | +0.1% | -25.6% | +25.7% | +9.7% |
| 3Y | +28.3% | -12.1% | +40.4% | +28.3% |
| 5Y | +30.5% | -33.8% | +64.3% | +44.6% |
| 10Y | +139.1% | +45.1% | +94.0% | +80.1% |
| All | +1,392.2% | +6,408.3% | -5,016.1% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling