+909.8%
MSFT vs EFX
+80.8%
+829.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -6.2% | -2.0% | -4.3% | -5.6% |
| 30D | -3.7% | +27.9% | -31.6% | -12.1% |
| 3M | +3.6% | +3.8% | -0.2% | +1.4% |
| 6M | +26.8% | +13.0% | +13.8% | +19.4% |
| YTD | +8.4% | -12.4% | +20.8% | +10.5% |
| 1Y | +3.3% | -10.4% | +13.7% | +4.2% |
| 3Y | +44.3% | +4.4% | +39.8% | +29.5% |
| 5Y | +63.3% | -28.9% | +92.2% | +67.4% |
| All | +909.8% | +80.8% | +829.0% | +587.8% |
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