+697.5%
EIX vs MOH
+1,302.1%
-604.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.8% | +4.8% |
| 7D | +0.9% | -3.3% | +4.2% | +1.3% |
| 30D | -13.5% | -0.1% | -13.5% | -13.6% |
| 3M | -15.3% | -1.1% | -14.2% | -15.4% |
| 6M | -15.3% | +35.9% | -51.2% | -19.0% |
| YTD | +2.7% | +13.1% | -10.4% | -0.3% |
| 1Y | +17.4% | +11.8% | +5.6% | +13.6% |
| 3Y | -1.3% | -38.7% | +37.4% | +0.6% |
| 5Y | +27.2% | -25.1% | +52.3% | +25.5% |
| 10Y | +22.7% | +243.8% | -221.1% | -2.0% |
| All | +697.5% | +1,302.1% | -604.6% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling