+542.0%
MS vs EFX
+80.5%
+461.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | +5.1% | -0.8% | +5.9% | +5.4% |
| 30D | +5.7% | +25.1% | -19.4% | -3.1% |
| 3M | -12.2% | +1.7% | -13.8% | -13.6% |
| 6M | -0.5% | +18.4% | -18.9% | -8.9% |
| YTD | +9.8% | -12.5% | +22.3% | +11.9% |
| 1Y | +17.7% | -8.1% | +25.8% | +17.4% |
| 3Y | +176.8% | +4.8% | +172.0% | +149.6% |
| 5Y | +123.7% | -30.1% | +153.8% | +133.6% |
| All | +542.0% | +80.5% | +461.5% | +331.8% |
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