+145.1%
MS vs EFX
-33.8%
+178.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.6% | +2.3% |
| 7D | +1.4% | -8.6% | +10.0% | +4.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.6% |
| 3M | +0.3% | +3.8% | -3.5% | -2.3% |
| 6M | +31.3% | -13.5% | +44.9% | +35.9% |
| YTD | +24.7% | -17.7% | +42.3% | +30.7% |
| 1Y | +47.9% | -25.6% | +73.5% | +60.2% |
| 3Y | +178.3% | -12.1% | +190.4% | +170.0% |
| All | +145.1% | -33.8% | +178.9% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling