+553.7%
MS vs EIX
+33.0%
+520.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.5% |
| 30D | -0.7% | +8.9% | -9.6% | -3.5% |
| 3M | -12.4% | -9.8% | -2.6% | -11.0% |
| 6M | -1.7% | -10.2% | +8.5% | -0.7% |
| YTD | +8.0% | +5.9% | +2.1% | +1.5% |
| 1Y | +16.2% | +10.9% | +5.3% | +7.1% |
| 3Y | +171.3% | +10.2% | +161.1% | +143.7% |
| 5Y | +124.8% | +17.0% | +107.7% | +93.7% |
| 10Y | +553.7% | +35.1% | +518.6% | +441.5% |
| All | +553.7% | +33.0% | +520.7% | +441.5% |
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