+92.3%
MA vs EIX
+18.0%
+74.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +14.7% | +9.1% | +5.6% | +12.8% |
| 3M | +13.5% | -10.2% | +23.7% | +14.8% |
| 6M | +33.1% | -11.2% | +44.4% | +34.7% |
| YTD | +15.1% | +4.5% | +10.6% | +10.6% |
| 1Y | +18.7% | +10.9% | +7.9% | +12.1% |
| 3Y | +72.1% | +8.4% | +63.7% | +57.8% |
| All | +92.3% | +18.0% | +74.3% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling