+13.3%
EIX vs MAS
+37.4%
-24.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.3% |
| 7D | +2.5% | +4.6% | -2.0% | +1.7% |
| 30D | +14.1% | +19.9% | -5.8% | +10.5% |
| 3M | -9.4% | +8.9% | -18.3% | -10.8% |
| 6M | -9.1% | +20.2% | -29.2% | -12.1% |
| YTD | +7.1% | +33.9% | -26.7% | -0.6% |
| 1Y | +13.3% | +34.7% | -21.4% | +4.7% |
| All | +13.3% | +37.4% | -24.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling