+133,470.7%
MSFT vs EFX
+6,408.3%
+127,062.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | +0.1% |
| 7D | -2.7% | -8.6% | +5.9% | +0.3% |
| 30D | +2.7% | +0.1% | +2.6% | +2.5% |
| 3M | +17.0% | +3.8% | +13.1% | +14.5% |
| 6M | +23.8% | -13.5% | +37.3% | +28.5% |
| YTD | +4.0% | -17.7% | +21.6% | +8.9% |
| 1Y | -0.8% | -25.6% | +24.8% | +6.9% |
| 3Y | +55.6% | -12.1% | +67.7% | +52.4% |
| 5Y | +72.9% | -33.8% | +106.7% | +84.5% |
| 10Y | +875.8% | +45.1% | +830.7% | +658.2% |
| All | +133,470.7% | +6,408.3% | +127,062.5% | +34,660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling