+553.1%
MA vs EIX
+29.5%
+523.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +14.7% | +9.1% | +5.6% | +11.9% |
| 3M | +13.5% | -10.2% | +23.7% | +15.2% |
| 6M | +33.1% | -11.2% | +44.4% | +35.1% |
| YTD | +15.1% | +4.5% | +10.6% | +10.0% |
| 1Y | +18.7% | +10.9% | +7.9% | +11.2% |
| 3Y | +72.1% | +8.4% | +63.7% | +57.8% |
| 5Y | +92.8% | +18.0% | +74.8% | +69.2% |
| All | +553.1% | +29.5% | +523.6% | +413.9% |
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