+872.1%
MSFT vs EFX
+41.8%
+830.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.5% | -11.1% | +7.7% | +0.5% |
| 30D | -2.1% | -7.4% | +5.3% | +0.4% |
| 3M | +24.2% | +1.5% | +22.7% | +22.3% |
| 6M | +21.9% | -13.7% | +35.5% | +26.6% |
| YTD | +2.5% | -21.9% | +24.3% | +9.4% |
| 1Y | -0.8% | -30.8% | +30.0% | +10.2% |
| 3Y | +50.8% | -12.4% | +63.1% | +45.0% |
| 5Y | +73.5% | -35.9% | +109.4% | +85.2% |
| All | +872.1% | +41.8% | +830.3% | +641.2% |
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 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