-24.4%
MOS vs EIX
+8.4%
-32.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +21.6% | +1.0% | +20.6% | +21.5% |
| 30D | +12.0% | +9.1% | +2.9% | +11.0% |
| 3M | -3.9% | -10.2% | +6.4% | -3.8% |
| 6M | -3.3% | -11.2% | +7.9% | -2.8% |
| YTD | -4.6% | +4.5% | -9.1% | -6.7% |
| 1Y | -7.0% | +10.9% | -17.9% | -9.8% |
| 3Y | -24.4% | +8.4% | -32.8% | -30.4% |
| All | -24.4% | +8.4% | -32.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling