-2.6%
MOS vs EIX
+34.7%
-37.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +5.5% | -2.5% | +8.0% | +6.3% |
| 30D | +21.0% | +7.7% | +13.3% | +18.3% |
| 3M | -0.5% | -12.9% | +12.4% | +2.0% |
| 6M | +6.6% | -12.7% | +19.3% | +8.9% |
| YTD | -2.8% | +5.5% | -8.2% | -7.5% |
| 1Y | -8.1% | +9.4% | -17.4% | -13.7% |
| 3Y | -25.6% | +9.7% | -35.3% | -32.5% |
| 5Y | -29.8% | +16.9% | -46.7% | -38.7% |
| All | -2.6% | +34.7% | -37.3% | -19.5% |
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