+2,785.5%
MSCI vs EFX
+481.0%
+2,304.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +16.2% | +29.1% | -12.9% | 0.0% |
| 3M | +17.1% | +4.3% | +12.8% | +13.1% |
| 6M | +13.0% | +7.7% | +5.3% | +6.2% |
| YTD | +15.8% | -12.5% | +28.2% | +20.3% |
| 1Y | +15.5% | -8.8% | +24.3% | +17.0% |
| 3Y | +32.3% | +4.3% | +28.0% | +14.9% |
| 5Y | +8.2% | -29.4% | +37.5% | +17.5% |
| 10Y | +800.7% | +78.1% | +722.6% | +381.2% |
| All | +2,785.5% | +481.0% | +2,304.5% | +449.3% |
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