+23.0%
MKSI vs EIX
-17.6%
+40.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.1% | +0.9% |
| 7D | +6.6% | +4.1% | +2.6% | +6.7% |
| 30D | -8.2% | -15.3% | +7.1% | -7.5% |
| 3M | -16.4% | -18.4% | +2.0% | -17.4% |
| 6M | +23.0% | -16.8% | +39.8% | +12.4% |
| All | +23.0% | -17.6% | +40.6% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling