+51.2%
MSFT vs EFX
-12.5%
+63.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | -1.4% | -7.8% | +6.4% | +0.1% |
| 30D | -1.0% | -5.7% | +4.7% | 0.0% |
| 3M | +20.2% | +2.5% | +17.7% | +18.9% |
| 6M | +21.3% | -16.7% | +37.9% | +24.0% |
| YTD | +2.8% | -20.2% | +23.0% | +5.6% |
| 1Y | 0.0% | -31.4% | +31.3% | +5.5% |
| 3Y | +51.2% | -10.5% | +61.7% | +57.4% |
| All | +51.2% | -12.5% | +63.7% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling