+122.9%
MS vs EFX
-30.1%
+153.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +5.1% | -0.8% | +5.9% | +5.3% |
| 30D | +5.7% | +25.1% | -19.4% | -1.7% |
| 3M | -12.2% | +1.7% | -13.8% | -13.2% |
| 6M | -0.5% | +18.4% | -18.9% | -7.7% |
| YTD | +9.8% | -12.5% | +22.3% | +12.4% |
| 1Y | +17.7% | -8.1% | +25.8% | +18.1% |
| 3Y | +176.8% | +4.8% | +172.0% | +149.5% |
| All | +122.9% | -30.1% | +153.0% | +129.5% |
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