+197.3%
MKSI vs EFX
-12.2%
+209.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +2.7% | -4.5% | +7.2% | +4.1% |
| 30D | -12.8% | -6.1% | -6.7% | -11.8% |
| 3M | -22.5% | +6.2% | -28.7% | -27.5% |
| 6M | +19.4% | -11.2% | +30.6% | +21.2% |
| YTD | +67.7% | -21.4% | +89.1% | +79.7% |
| 1Y | +131.4% | -34.3% | +165.7% | +177.8% |
| 3Y | +197.3% | -12.5% | +209.8% | +191.2% |
| All | +197.3% | -12.2% | +209.5% | +191.2% |
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 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