+7,608.4%
EOG vs MSI
+4,035.2%
+3,573.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.3% | -3.7% | +5.0% | +2.0% |
| 30D | +8.2% | +6.8% | +1.3% | +6.7% |
| 3M | +3.8% | +14.3% | -10.5% | +0.9% |
| 6M | +15.3% | -1.6% | +16.9% | +15.1% |
| YTD | +41.7% | +22.8% | +18.9% | +35.3% |
| 1Y | +23.6% | -1.1% | +24.7% | +22.9% |
| 3Y | +23.3% | +70.5% | -47.2% | +9.9% |
| 5Y | +170.4% | +102.8% | +67.6% | +131.6% |
| 10Y | +125.5% | +597.4% | -471.9% | +55.9% |
| All | +7,608.4% | +4,035.2% | +3,573.2% | +3,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling