+605.8%
MSCI vs EFX
+40.1%
+565.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.3% |
| 7D | -2.1% | -7.8% | +5.8% | +1.7% |
| 30D | -1.7% | -5.7% | +4.0% | +0.8% |
| 3M | -8.2% | +2.5% | -10.7% | -9.9% |
| 6M | -2.4% | -16.7% | +14.2% | +5.0% |
| YTD | -2.8% | -20.2% | +17.4% | +5.7% |
| 1Y | -2.7% | -31.4% | +28.7% | +13.3% |
| 3Y | +7.3% | -10.5% | +17.8% | +3.7% |
| 5Y | -11.4% | -35.2% | +23.8% | -0.8% |
| 10Y | +605.8% | +40.2% | +565.7% | +424.7% |
| All | +605.8% | +40.1% | +565.8% | +424.7% |
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