+42.7%
MKSI vs EIX
+18.9%
+23.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -5.0% |
| 7D | -10.7% | +4.5% | -15.2% | -10.7% |
| 30D | -30.5% | +15.2% | -45.7% | -30.6% |
| 3M | -39.2% | -11.6% | -27.6% | -38.7% |
| 6M | -33.0% | -8.4% | -24.7% | -33.8% |
| YTD | +22.3% | +8.2% | +14.1% | +27.5% |
| 1Y | +42.7% | +16.6% | +26.1% | +53.6% |
| All | +42.7% | +18.9% | +23.8% | +53.6% |
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 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