+6,288.2%
MS vs EIX
+689.6%
+5,598.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +1.4% | -19.1% | +20.5% | +7.4% |
| 30D | -0.3% | -16.9% | +16.7% | +4.4% |
| 3M | +0.3% | -20.0% | +20.3% | +5.9% |
| 6M | +31.3% | -21.3% | +52.7% | +39.2% |
| YTD | +24.7% | -1.7% | +26.4% | +21.4% |
| 1Y | +47.9% | +9.6% | +38.4% | +38.1% |
| 3Y | +178.3% | -3.7% | +182.0% | +166.9% |
| 5Y | +144.9% | +22.6% | +122.3% | +112.5% |
| 10Y | +804.5% | +17.7% | +786.9% | +661.9% |
| All | +6,288.2% | +689.6% | +5,598.6% | +3,117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling