+2,222.5%
MKSI vs EFX
+977.4%
+1,245.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.8% |
| 7D | +2.7% | -4.5% | +7.2% | +5.3% |
| 30D | -12.8% | -6.1% | -6.7% | -10.8% |
| 3M | -22.5% | +6.2% | -28.7% | -29.0% |
| 6M | +19.4% | -11.2% | +30.6% | +19.6% |
| YTD | +67.7% | -21.4% | +89.1% | +77.4% |
| 1Y | +131.4% | -34.3% | +165.7% | +170.4% |
| 3Y | +197.3% | -12.5% | +209.8% | +188.2% |
| 5Y | +87.0% | -35.6% | +122.5% | +116.7% |
| 10Y | +522.1% | +41.8% | +480.3% | +317.1% |
| All | +2,222.5% | +977.4% | +1,245.1% | +362.7% |
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 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