+556.2%
MS vs EFX
+78.9%
+477.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | -2.0% | +0.2% | -1.1% |
| 30D | +0.9% | +27.9% | -27.0% | -8.3% |
| 3M | -10.8% | +3.8% | -14.7% | -13.0% |
| 6M | +0.9% | +13.0% | -12.1% | -6.0% |
| YTD | +9.8% | -12.4% | +22.2% | +11.8% |
| 1Y | +17.1% | -10.4% | +27.5% | +18.0% |
| 3Y | +175.7% | +4.4% | +171.3% | +148.9% |
| 5Y | +125.9% | -28.9% | +154.7% | +134.0% |
| 10Y | +556.2% | +81.7% | +474.5% | +340.1% |
| All | +556.2% | +78.9% | +477.3% | +340.1% |
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