+920.4%
MSFT vs EIX
+30.9%
+889.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +7.5% | +0.7% | +6.8% | +7.4% |
| 30D | +1.9% | +8.8% | -6.9% | +0.1% |
| 3M | +9.2% | -10.9% | +20.2% | +10.8% |
| 6M | +31.9% | -10.3% | +42.2% | +32.8% |
| YTD | +13.4% | +5.8% | +7.6% | +8.9% |
| 1Y | +10.6% | +11.4% | -0.7% | +4.7% |
| 3Y | +54.7% | +11.1% | +43.6% | +42.3% |
| 5Y | +69.1% | +18.5% | +50.6% | +51.1% |
| 10Y | +920.4% | +32.2% | +888.1% | +705.1% |
| All | +920.4% | +30.9% | +889.4% | +705.1% |
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