+554.8%
MA vs EIX
+30.9%
+523.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | +11.3% | +8.8% | +2.6% | +8.7% |
| 3M | +16.7% | -10.9% | +27.6% | +18.8% |
| 6M | +32.8% | -10.3% | +43.1% | +34.4% |
| YTD | +15.6% | +5.8% | +9.8% | +10.1% |
| 1Y | +19.6% | +11.4% | +8.2% | +11.9% |
| 3Y | +72.1% | +11.1% | +61.0% | +56.6% |
| 5Y | +96.0% | +18.5% | +77.6% | +71.9% |
| 10Y | +554.8% | +32.2% | +522.5% | +405.9% |
| All | +554.8% | +30.9% | +523.8% | +405.9% |
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