+13.7%
MSCI vs EFX
-8.6%
+22.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.5% | -2.2% | +3.6% | +2.2% |
| 30D | +14.4% | +29.2% | -14.8% | +4.5% |
| 3M | +15.2% | +3.5% | +11.7% | +13.2% |
| 6M | +11.2% | +7.8% | +3.4% | +6.9% |
| YTD | +13.9% | -12.4% | +26.4% | +14.9% |
| All | +13.7% | -8.6% | +22.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling