0.0%
MSFT vs EIX
+15.0%
-15.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.7% | -0.8% |
| 7D | -1.4% | +0.9% | -2.3% | -1.3% |
| 30D | -1.0% | -13.5% | +12.5% | -1.6% |
| 3M | +20.2% | -15.3% | +35.4% | +18.9% |
| 6M | +21.3% | -15.3% | +36.6% | +20.1% |
| YTD | +2.8% | +2.7% | +0.1% | +2.4% |
| 1Y | 0.0% | +17.4% | -17.5% | -1.4% |
| All | 0.0% | +15.0% | -15.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling