-7.5%
MSCI vs EFX
-33.8%
+26.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +2.7% |
| 7D | +0.4% | -8.6% | +9.0% | +4.6% |
| 30D | +0.6% | +0.1% | +0.4% | +0.2% |
| 3M | -7.1% | +3.8% | -10.9% | -9.4% |
| 6M | +0.8% | -13.5% | +14.3% | +6.6% |
| YTD | +1.0% | -17.7% | +18.7% | +8.4% |
| 1Y | +4.3% | -25.6% | +29.9% | +17.0% |
| 3Y | +9.9% | -12.1% | +22.0% | +4.8% |
| All | -7.5% | -33.8% | +26.3% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling