+779.7%
MSCI vs EFX
+63.8%
+715.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.5% | -2.2% | +3.6% | +2.5% |
| 30D | +14.4% | +29.2% | -14.8% | +1.1% |
| 3M | +15.2% | +3.5% | +11.7% | +12.5% |
| 6M | +11.2% | +7.8% | +3.4% | +5.9% |
| YTD | +13.9% | -12.4% | +26.4% | +18.0% |
| 1Y | +12.5% | -8.2% | +20.7% | +13.8% |
| 3Y | +32.3% | +4.7% | +27.6% | +18.0% |
| 5Y | +4.9% | -32.0% | +36.9% | +14.3% |
| 10Y | +779.7% | +69.1% | +710.7% | +493.6% |
| All | +779.7% | +63.8% | +715.9% | +493.6% |
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