+584.1%
MA vs EIX
+34.9%
+549.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +7.9% | +8.1% | -0.2% | +5.6% |
| 3M | +16.8% | -12.1% | +28.9% | +19.4% |
| 6M | +31.0% | -13.4% | +44.4% | +34.1% |
| YTD | +15.0% | +5.6% | +9.5% | +9.7% |
| 1Y | +17.0% | +7.8% | +9.2% | +10.7% |
| 3Y | +68.5% | +9.8% | +58.6% | +53.9% |
| 5Y | +85.0% | +18.8% | +66.1% | +62.1% |
| All | +584.1% | +34.9% | +549.2% | +429.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling