+514.9%
MKSI vs EIX
+19.9%
+495.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.6% |
| 7D | +2.7% | -1.4% | +4.0% | +3.1% |
| 30D | -12.8% | -19.3% | +6.5% | -7.7% |
| 3M | -22.5% | -21.7% | -0.8% | -17.5% |
| 6M | +19.4% | -19.8% | +39.2% | +25.7% |
| YTD | +67.7% | -3.0% | +70.8% | +62.7% |
| 1Y | +131.4% | +5.1% | +126.3% | +116.2% |
| 3Y | +197.3% | -7.0% | +204.3% | +183.9% |
| 5Y | +87.0% | +22.0% | +64.9% | +58.1% |
| All | +514.9% | +19.9% | +495.1% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling