+157.0%
MKSI vs EIX
+7.5%
+149.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +4.3% |
| 7D | +1.8% | -19.1% | +20.9% | +3.0% |
| 30D | -16.8% | -16.9% | +0.1% | -15.9% |
| 3M | -21.1% | -20.0% | -1.1% | -20.7% |
| 6M | +10.8% | -21.3% | +32.2% | +11.3% |
| YTD | +63.3% | -1.7% | +65.0% | +62.4% |
| 1Y | +157.0% | +9.6% | +147.4% | +144.9% |
| All | +157.0% | +7.5% | +149.5% | +144.9% |
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 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