-7.5%
MSCI vs EIX
+22.8%
-30.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.4% | -19.1% | +19.5% | +4.4% |
| 30D | +0.6% | -16.9% | +17.5% | +3.7% |
| 3M | -7.1% | -20.0% | +12.9% | -3.5% |
| 6M | +0.8% | -21.3% | +22.2% | +4.9% |
| YTD | +1.0% | -1.7% | +2.7% | -2.5% |
| 1Y | +4.3% | +9.6% | -5.2% | -3.4% |
| 3Y | +9.9% | -3.7% | +13.6% | +2.8% |
| All | -7.5% | +22.8% | -30.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling