+5,256.1%
MS vs EFX
+5,034.6%
+221.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.7% |
| 7D | -1.6% | +2.7% | -4.3% | -3.1% |
| 30D | -3.8% | +33.1% | -36.9% | -19.4% |
| 3M | -14.6% | +8.2% | -22.8% | -20.1% |
| 6M | -5.1% | +10.2% | -15.2% | -14.4% |
| YTD | +4.5% | -11.8% | +16.4% | +5.2% |
| 1Y | +13.5% | -6.1% | +19.6% | +9.7% |
| 3Y | +160.4% | +7.5% | +152.9% | +116.5% |
| 5Y | +112.9% | -30.7% | +143.5% | +121.1% |
| 10Y | +633.4% | +68.7% | +564.7% | +280.9% |
| All | +5,256.1% | +5,034.6% | +221.5% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling