+10.9%
EIX vs MSTZ
-51.1%
+62.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | +0.1% |
| 7D | +1.0% | +21.1% | -20.1% | +0.9% |
| 30D | +8.9% | +40.1% | -31.2% | +8.7% |
| 3M | -9.8% | -66.1% | +56.3% | -9.8% |
| 6M | -10.2% | -20.7% | +10.5% | -9.2% |
| YTD | +5.9% | -78.6% | +84.5% | +7.4% |
| 1Y | +10.9% | -55.5% | +66.4% | +12.3% |
| All | +10.9% | -51.1% | +62.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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