+110.9%
MO vs EIX
+19.9%
+91.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +7.1% | -19.3% | +26.5% | +12.1% |
| 3M | -2.0% | -21.7% | +19.7% | +3.3% |
| 6M | +7.3% | -19.8% | +27.1% | +12.1% |
| YTD | +23.5% | -3.0% | +26.5% | +21.8% |
| 1Y | +11.0% | +5.1% | +5.9% | +6.7% |
| 3Y | +95.0% | -7.0% | +102.0% | +90.3% |
| 5Y | +100.6% | +22.0% | +78.6% | +76.1% |
| All | +110.9% | +19.9% | +91.0% | +73.8% |
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