+133,470.8%
MSFT vs EIX
+1,083.9%
+132,386.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.2% |
| 7D | -2.7% | -19.1% | +16.4% | +0.6% |
| 30D | +2.7% | -16.9% | +19.6% | +5.5% |
| 3M | +17.0% | -20.0% | +37.0% | +20.8% |
| 6M | +23.8% | -21.3% | +45.1% | +27.9% |
| YTD | +4.0% | -1.7% | +5.7% | +2.4% |
| 1Y | -0.8% | +9.6% | -10.4% | -4.7% |
| 3Y | +55.6% | -3.7% | +59.3% | +51.0% |
| 5Y | +72.9% | +22.6% | +50.3% | +58.9% |
| 10Y | +875.8% | +17.7% | +858.1% | +775.8% |
| All | +133,470.8% | +1,083.9% | +132,386.9% | +67,698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling