+160.4%
MS vs EIX
+8.4%
+152.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.7% |
| 30D | -3.8% | +9.1% | -12.9% | -5.1% |
| 3M | -14.6% | -10.2% | -4.4% | -13.9% |
| 6M | -5.1% | -11.2% | +6.2% | -4.6% |
| YTD | +4.5% | +4.5% | 0.0% | -0.5% |
| 1Y | +13.5% | +10.9% | +2.7% | +5.9% |
| 3Y | +160.4% | +8.4% | +152.0% | +134.0% |
| All | +160.4% | +8.4% | +152.0% | +134.0% |
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 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