+7.6%
MOS vs EIX
+29.5%
-21.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | +21.6% | +1.0% | +20.6% | +21.4% |
| 30D | +12.0% | +9.1% | +2.9% | +9.0% |
| 3M | -3.9% | -10.2% | +6.4% | -2.6% |
| 6M | -3.3% | -11.2% | +7.9% | -1.9% |
| YTD | -4.6% | +4.5% | -9.1% | -8.9% |
| 1Y | -7.0% | +10.9% | -17.9% | -13.1% |
| 3Y | -24.4% | +8.4% | -32.8% | -31.1% |
| 5Y | -32.1% | +18.0% | -50.1% | -40.9% |
| All | +7.6% | +29.5% | -21.8% | -12.0% |
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