+126.4%
MSI vs EIX
+18.4%
+108.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | +18.7% | +8.9% | +9.9% | +16.5% |
| 3M | +14.5% | -9.8% | +24.2% | +15.6% |
| 6M | +38.1% | -10.2% | +48.3% | +39.0% |
| YTD | +38.7% | +5.9% | +32.8% | +32.9% |
| 1Y | +35.4% | +10.9% | +24.5% | +28.0% |
| 3Y | +75.1% | +10.2% | +64.9% | +58.8% |
| 5Y | +126.4% | +17.0% | +109.4% | +95.2% |
| All | +126.4% | +18.4% | +108.0% | +95.2% |
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 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