+155.7%
MO vs EIX
+35.3%
+120.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.3% | +1.4% | +1.9% | +2.9% |
| 30D | +7.5% | +8.5% | -1.0% | +5.2% |
| 3M | +22.8% | -13.5% | +36.2% | +26.0% |
| 6M | +13.4% | -12.4% | +25.7% | +15.6% |
| YTD | +43.0% | +5.9% | +37.1% | +37.6% |
| 1Y | +45.2% | +7.6% | +37.6% | +39.0% |
| 3Y | +145.5% | +12.8% | +132.8% | +126.2% |
| 5Y | +157.1% | +19.2% | +137.8% | +129.0% |
| All | +155.7% | +35.3% | +120.4% | +102.8% |
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