+505.6%
MA vs EIX
+23.2%
+482.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.7% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | +1.4% | -13.5% | +14.9% | +4.2% |
| 3M | +17.7% | -15.3% | +33.0% | +21.5% |
| 6M | +9.7% | -15.3% | +25.0% | +12.8% |
| YTD | +0.5% | +2.7% | -2.2% | -3.4% |
| 1Y | -2.1% | +17.4% | -19.5% | -10.2% |
| 3Y | +40.1% | -1.3% | +41.4% | +32.7% |
| 5Y | +67.5% | +27.2% | +40.3% | +42.8% |
| 10Y | +505.6% | +22.7% | +482.9% | +382.0% |
| All | +505.6% | +23.2% | +482.4% | +382.0% |
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