+1,174.9%
EIX vs MAS
+1,727.7%
-552.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +2.0% |
| 7D | +4.5% | +14.2% | -9.7% | +1.9% |
| 30D | +15.2% | +26.8% | -11.6% | +10.0% |
| 3M | -11.6% | +13.1% | -24.7% | -13.8% |
| 6M | -8.4% | +27.9% | -36.3% | -13.0% |
| YTD | +8.2% | +38.7% | -30.5% | +0.7% |
| 1Y | +16.6% | +40.4% | -23.8% | +8.2% |
| 3Y | +12.0% | +66.1% | -54.1% | -0.1% |
| 5Y | +24.1% | +47.4% | -23.3% | +11.7% |
| 10Y | +34.9% | +238.3% | -203.4% | +3.4% |
| All | +1,174.9% | +1,727.7% | -552.8% | +618.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling