+19.9%
MA vs EIX
+11.3%
+8.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.8% | +1.0% | +0.8% | +1.8% |
| 30D | +11.8% | +8.9% | +3.0% | +11.9% |
| 3M | +17.2% | -9.8% | +27.0% | +17.8% |
| 6M | +33.4% | -10.2% | +43.6% | +35.5% |
| YTD | +16.1% | +5.9% | +10.2% | +17.3% |
| 1Y | +19.9% | +10.9% | +9.0% | +20.0% |
| All | +19.9% | +11.3% | +8.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling