+794.2%
MS vs EFX
+40.1%
+754.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | +2.5% | -7.8% | +10.3% | +5.4% |
| 30D | 0.0% | -5.7% | +5.7% | +1.8% |
| 3M | +2.4% | +2.5% | -0.1% | -0.2% |
| 6M | +36.4% | -16.7% | +53.1% | +43.2% |
| YTD | +23.8% | -20.2% | +44.0% | +31.3% |
| 1Y | +48.6% | -31.4% | +80.0% | +66.6% |
| 3Y | +179.1% | -10.5% | +189.6% | +169.8% |
| 5Y | +144.8% | -35.2% | +180.0% | +163.3% |
| 10Y | +794.2% | +40.2% | +754.0% | +578.3% |
| All | +794.2% | +40.1% | +754.1% | +578.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling