+3,874.2%
MSI vs EIX
+1,083.9%
+2,790.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -3.7% | -19.1% | +15.4% | +0.8% |
| 30D | +6.8% | -16.9% | +23.7% | +10.8% |
| 3M | +14.3% | -20.0% | +34.3% | +19.6% |
| 6M | -1.6% | -21.3% | +19.7% | +3.2% |
| YTD | +22.8% | -1.7% | +24.5% | +20.9% |
| 1Y | -1.1% | +9.6% | -10.7% | -5.7% |
| 3Y | +70.5% | -3.7% | +74.1% | +65.0% |
| 5Y | +102.8% | +22.6% | +80.2% | +82.1% |
| 10Y | +597.4% | +17.7% | +579.7% | +509.5% |
| All | +3,874.2% | +1,083.9% | +2,790.2% | +1,526.8% |
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