+8,118.8%
EOG vs MSI
+4,640.9%
+3,478.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +4.6% | +7.7% | -3.1% | +3.0% |
| 30D | +2.9% | +19.9% | -17.1% | -0.8% |
| 3M | +8.0% | +14.9% | -7.0% | +5.0% |
| 6M | +17.0% | +37.2% | -20.3% | +9.6% |
| YTD | +51.1% | +40.8% | +10.3% | +40.4% |
| 1Y | +45.1% | +38.1% | +7.0% | +35.4% |
| 3Y | +39.4% | +77.7% | -38.3% | +23.3% |
| 5Y | +105.6% | +129.0% | -23.4% | +72.0% |
| 10Y | +133.5% | +671.3% | -537.8% | +58.1% |
| All | +8,118.8% | +4,640.9% | +3,478.0% | +3,887.9% |
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