+913.4%
MSFT vs EFX
+79.2%
+834.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.2% |
| 30D | -3.8% | +25.3% | -29.1% | -11.5% |
| 3M | +6.4% | +3.8% | +2.6% | +4.1% |
| 6M | +28.8% | +12.7% | +16.1% | +21.4% |
| YTD | +8.8% | -13.1% | +22.0% | +11.2% |
| 1Y | +3.2% | -9.3% | +12.5% | +3.6% |
| 3Y | +44.8% | +3.5% | +41.3% | +30.3% |
| 5Y | +61.8% | -30.6% | +92.5% | +67.4% |
| All | +913.4% | +79.2% | +834.2% | +592.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling