+34.1%
MSCI vs EFX
+7.5%
+26.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | +2.8% | +2.7% | +0.1% | +1.9% |
| 30D | +15.4% | +33.1% | -17.7% | +4.7% |
| 3M | +13.4% | +8.2% | +5.2% | +9.8% |
| 6M | +10.9% | +10.2% | +0.7% | +6.4% |
| YTD | +13.0% | -11.8% | +24.8% | +15.3% |
| 1Y | +12.0% | -6.1% | +18.1% | +11.9% |
| 3Y | +34.1% | +7.5% | +26.6% | +24.2% |
| All | +34.1% | +7.5% | +26.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling