+19.4%
MKSI vs EFX
-13.6%
+33.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.4% |
| 7D | +2.7% | -4.5% | +7.2% | -0.2% |
| 30D | -12.8% | -6.1% | -6.7% | -15.4% |
| 3M | -22.5% | +6.2% | -28.7% | -19.4% |
| 6M | +19.4% | -11.2% | +30.6% | +25.7% |
| All | +19.4% | -13.6% | +33.0% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling