+915.1%
MSFT vs EIX
+35.3%
+879.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | +1.4% | -2.6% | -1.5% |
| 30D | -1.8% | +8.5% | -10.4% | -3.5% |
| 3M | +5.6% | -13.5% | +19.1% | +7.8% |
| 6M | +29.8% | -12.4% | +42.2% | +31.5% |
| YTD | +9.0% | +5.9% | +3.1% | +4.7% |
| 1Y | +4.9% | +7.6% | -2.6% | +0.3% |
| 3Y | +46.2% | +12.8% | +33.4% | +33.9% |
| 5Y | +62.1% | +19.2% | +42.9% | +44.7% |
| All | +915.1% | +35.3% | +879.8% | +700.1% |
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