+28.0%
EIX vs MAS
+213.7%
-185.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | +1.0% | +2.0% | -1.0% | +0.4% |
| 30D | +9.1% | +19.4% | -10.3% | +3.2% |
| 3M | -10.2% | +9.4% | -19.7% | -12.9% |
| 6M | -11.2% | +15.3% | -26.6% | -15.9% |
| YTD | +4.5% | +31.3% | -26.8% | -5.9% |
| 1Y | +10.9% | +34.9% | -24.0% | -1.1% |
| 3Y | +8.4% | +58.6% | -50.2% | -10.5% |
| 5Y | +18.0% | +40.7% | -22.7% | -1.2% |
| All | +28.0% | +213.7% | -185.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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