+537.0%
MS vs EIX
+34.9%
+502.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.7% | -1.5% | +5.2% | +4.2% |
| 30D | +2.0% | +8.1% | -6.2% | -0.7% |
| 3M | -12.6% | -12.1% | -0.4% | -10.3% |
| 6M | -0.3% | -13.4% | +13.2% | +2.2% |
| YTD | +9.0% | +5.6% | +3.4% | +2.5% |
| 1Y | +13.9% | +7.8% | +6.0% | +6.0% |
| 3Y | +173.6% | +9.8% | +163.8% | +146.1% |
| 5Y | +122.0% | +18.8% | +103.1% | +90.0% |
| All | +537.0% | +34.9% | +502.1% | +428.0% |
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