+21.8%
EOG vs MSI
+69.3%
-47.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.0% | -5.8% | +3.7% | -0.8% |
| 30D | +7.9% | -1.0% | +8.9% | +8.0% |
| 3M | +4.5% | +14.2% | -9.7% | +1.2% |
| 6M | +12.3% | +1.0% | +11.3% | +11.8% |
| YTD | +41.9% | +21.5% | +20.4% | +33.3% |
| 1Y | +27.8% | -2.1% | +30.0% | +28.3% |
| 3Y | +21.8% | +69.3% | -47.5% | +7.4% |
| All | +21.8% | +69.3% | -47.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling