+71.4%
MSFT vs EFX
-35.1%
+106.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.2% |
| 7D | -1.4% | -7.8% | +6.4% | +1.1% |
| 30D | -1.0% | -5.7% | +4.7% | +0.7% |
| 3M | +20.2% | +2.5% | +17.7% | +18.1% |
| 6M | +21.3% | -16.7% | +37.9% | +26.9% |
| YTD | +2.8% | -20.2% | +23.0% | +8.4% |
| 1Y | 0.0% | -31.4% | +31.3% | +10.6% |
| 3Y | +51.2% | -10.5% | +61.7% | +41.4% |
| 5Y | +71.4% | -35.2% | +106.6% | +84.9% |
| All | +71.4% | -35.1% | +106.5% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling