+69.3%
MSI vs EFX
-12.5%
+81.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | -5.8% | -7.8% | +2.1% | -4.6% |
| 30D | -1.0% | -5.7% | +4.7% | -0.2% |
| 3M | +14.2% | +2.5% | +11.6% | +13.4% |
| 6M | +1.0% | -16.7% | +17.7% | +3.1% |
| YTD | +21.5% | -20.2% | +41.7% | +24.5% |
| 1Y | -2.1% | -31.4% | +29.3% | +2.9% |
| 3Y | +69.3% | -10.5% | +79.8% | +70.5% |
| All | +69.3% | -12.5% | +81.8% | +70.5% |
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