+9.5%
MGY vs EIX
+18.9%
-9.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.4% | -5.2% |
| 7D | -12.1% | +4.5% | -16.6% | -12.1% |
| 30D | -2.6% | +15.2% | -17.8% | -2.6% |
| 3M | -4.2% | -11.6% | +7.4% | -4.3% |
| 6M | -23.9% | -8.4% | -15.6% | -24.9% |
| YTD | +8.8% | +8.2% | +0.6% | -3.7% |
| 1Y | +9.5% | +16.6% | -7.1% | -6.2% |
| All | +9.5% | +18.9% | -9.4% | -6.2% |
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 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