-2.7%
MSI vs EIX
+13.6%
-16.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -4.0% | +4.1% | -8.1% | -4.4% |
| 30D | -0.5% | -15.3% | +14.9% | +0.2% |
| 3M | +11.4% | -18.4% | +29.8% | +12.2% |
| 6M | +1.0% | -16.8% | +17.8% | +0.6% |
| YTD | +20.7% | -0.6% | +21.2% | +14.3% |
| 1Y | -2.7% | +10.7% | -13.3% | -10.9% |
| All | -2.7% | +13.6% | -16.3% | -10.9% |
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