+20.1%
EIX vs MOH
-19.7%
+39.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -19.3% | -0.9% | -18.4% | -19.3% |
| 3M | -21.7% | +5.7% | -27.4% | -22.3% |
| 6M | -19.8% | +39.1% | -58.9% | -22.9% |
| YTD | -3.0% | +17.7% | -20.7% | -5.9% |
| 1Y | +5.1% | +8.4% | -3.3% | +2.6% |
| 3Y | -7.0% | -36.6% | +29.6% | -5.6% |
| All | +20.1% | -19.7% | +39.8% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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