+578.8%
MS vs EIX
+30.9%
+547.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | -0.9% | +8.8% | -9.7% | -3.7% |
| 3M | -13.0% | -10.9% | -2.1% | -11.3% |
| 6M | -2.0% | -10.3% | +8.3% | -0.9% |
| YTD | +7.8% | +5.8% | +1.9% | +1.3% |
| 1Y | +17.9% | +11.4% | +6.5% | +8.4% |
| 3Y | +174.8% | +11.1% | +163.7% | +146.2% |
| 5Y | +119.9% | +18.5% | +101.4% | +88.5% |
| 10Y | +578.8% | +32.2% | +546.6% | +465.3% |
| All | +578.8% | +30.9% | +547.9% | +465.3% |
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