+868.6%
MSFT vs EIX
+23.2%
+845.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -2.1% |
| 7D | -1.4% | +0.9% | -2.3% | -1.7% |
| 30D | -1.0% | -13.5% | +12.5% | +1.0% |
| 3M | +20.2% | -15.3% | +35.4% | +22.9% |
| 6M | +21.3% | -15.3% | +36.6% | +23.5% |
| YTD | +2.8% | +2.7% | +0.1% | -0.6% |
| 1Y | 0.0% | +17.4% | -17.5% | -7.0% |
| 3Y | +51.2% | -1.3% | +52.6% | +43.7% |
| 5Y | +71.4% | +27.2% | +44.2% | +49.9% |
| 10Y | +868.6% | +22.7% | +845.9% | +689.1% |
| All | +868.6% | +23.2% | +845.4% | +689.1% |
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