+2,739.7%
MSCI vs EFX
+481.3%
+2,258.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.5% | -2.2% | +3.6% | +2.7% |
| 30D | +14.4% | +29.2% | -14.8% | -1.6% |
| 3M | +15.2% | +3.5% | +11.7% | +11.7% |
| 6M | +11.2% | +7.8% | +3.4% | +4.5% |
| YTD | +13.9% | -12.4% | +26.4% | +18.3% |
| 1Y | +12.5% | -8.2% | +20.7% | +13.5% |
| 3Y | +32.3% | +4.7% | +27.6% | +14.6% |
| 5Y | +4.9% | -32.0% | +36.9% | +16.7% |
| 10Y | +779.7% | +69.1% | +710.7% | +387.8% |
| All | +2,739.7% | +481.3% | +2,258.5% | +440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling