+123.7%
MSI vs EFX
-30.1%
+153.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.6% | -3.6% | +6.2% | +3.5% |
| 30D | +18.1% | +25.3% | -7.2% | +11.7% |
| 3M | +13.2% | +3.8% | +9.4% | +11.7% |
| 6M | +36.3% | +12.7% | +23.6% | +31.2% |
| YTD | +39.5% | -13.1% | +52.6% | +41.9% |
| 1Y | +36.9% | -9.3% | +46.2% | +37.4% |
| 3Y | +76.1% | +3.5% | +72.6% | +60.5% |
| 5Y | +123.7% | -30.6% | +154.3% | +136.7% |
| All | +123.7% | -30.1% | +153.8% | +136.7% |
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