+5,285.6%
MS vs EIX
+760.7%
+4,524.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.6% |
| 7D | -3.4% | +2.5% | -5.9% | -4.2% |
| 30D | -3.9% | +14.1% | -18.0% | -8.2% |
| 3M | -15.9% | -9.4% | -6.5% | -14.7% |
| 6M | -2.5% | -9.1% | +6.6% | -1.8% |
| YTD | +5.1% | +7.1% | -2.0% | -0.8% |
| 1Y | +13.0% | +13.3% | -0.3% | +4.4% |
| 3Y | +160.7% | +10.9% | +149.8% | +137.6% |
| 5Y | +114.0% | +21.0% | +93.1% | +86.8% |
| 10Y | +637.5% | +33.6% | +603.9% | +494.0% |
| All | +5,285.6% | +760.7% | +4,524.9% | +2,529.2% |
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