+4,389.5%
MSI vs EIX
+1,176.1%
+3,213.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +7.4% | +1.0% | +6.4% | +7.1% |
| 30D | +18.7% | +8.9% | +9.9% | +16.0% |
| 3M | +14.5% | -9.8% | +24.2% | +15.9% |
| 6M | +38.1% | -10.2% | +48.3% | +39.6% |
| YTD | +38.7% | +5.9% | +32.8% | +33.6% |
| 1Y | +35.4% | +10.9% | +24.5% | +28.6% |
| 3Y | +75.1% | +10.2% | +64.9% | +63.0% |
| 5Y | +126.4% | +17.0% | +109.4% | +105.9% |
| 10Y | +671.4% | +35.1% | +636.3% | +548.9% |
| All | +4,389.5% | +1,176.1% | +3,213.4% | +1,697.2% |
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 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