+64.1%
MSFT vs EIX
+18.0%
+46.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | +0.2% | +9.1% | -9.0% | -1.0% |
| 3M | +6.4% | -10.2% | +16.6% | +7.2% |
| 6M | +28.7% | -11.2% | +39.9% | +29.3% |
| YTD | +10.4% | +4.5% | +5.9% | +6.4% |
| 1Y | +7.6% | +10.9% | -3.3% | +2.2% |
| 3Y | +52.3% | +8.4% | +43.9% | +38.2% |
| All | +64.1% | +18.0% | +46.1% | +41.7% |
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