+15.9%
MS vs EFX
-8.6%
+24.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | -0.9% | +29.2% | -30.1% | -2.5% |
| 3M | -13.0% | +3.5% | -16.4% | -13.3% |
| 6M | -2.0% | +7.8% | -9.8% | -2.4% |
| YTD | +7.8% | -12.4% | +20.2% | +12.4% |
| All | +15.9% | -8.6% | +24.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling