+601.1%
MSI vs EFX
+42.6%
+558.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.4% | -4.5% | +4.1% | +0.9% |
| 30D | -0.8% | -6.1% | +5.3% | +0.9% |
| 3M | +13.9% | +6.2% | +7.7% | +11.2% |
| 6M | +1.3% | -11.2% | +12.6% | +3.8% |
| YTD | +22.3% | -21.4% | +43.7% | +28.8% |
| 1Y | -3.9% | -34.3% | +30.5% | +6.9% |
| 3Y | +69.9% | -12.5% | +82.4% | +64.5% |
| 5Y | +103.8% | -35.6% | +139.4% | +114.2% |
| All | +601.1% | +42.6% | +558.5% | +442.9% |
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 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