+595.0%
MSI vs EIX
+23.2%
+571.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -2.4% |
| 7D | -5.8% | +0.9% | -6.7% | -6.1% |
| 30D | -1.0% | -13.5% | +12.6% | +1.7% |
| 3M | +14.2% | -15.3% | +29.4% | +17.6% |
| 6M | +1.0% | -15.3% | +16.4% | +3.8% |
| YTD | +21.5% | +2.7% | +18.7% | +17.3% |
| 1Y | -2.1% | +17.4% | -19.6% | -9.7% |
| 3Y | +69.3% | -1.3% | +70.7% | +61.0% |
| 5Y | +99.3% | +27.2% | +72.1% | +71.5% |
| 10Y | +595.0% | +22.7% | +572.3% | +480.2% |
| All | +595.0% | +23.2% | +571.9% | +480.2% |
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