+569.6%
MA vs EIX
+34.4%
+535.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.8% | -2.5% | +0.8% | -1.1% |
| 30D | +11.0% | +7.7% | +3.3% | +8.8% |
| 3M | +17.9% | -12.9% | +30.7% | +20.8% |
| 6M | +33.2% | -12.7% | +45.8% | +35.9% |
| YTD | +16.5% | +5.5% | +11.0% | +11.1% |
| 1Y | +19.1% | +9.4% | +9.7% | +12.1% |
| 3Y | +70.6% | +9.7% | +60.9% | +55.9% |
| 5Y | +92.1% | +16.9% | +75.2% | +69.2% |
| 10Y | +569.6% | +34.3% | +535.3% | +415.2% |
| All | +569.6% | +34.4% | +535.2% | +415.2% |
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