+42.7%
MKSI vs EOSE
-85.5%
+128.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +12.6% | -17.6% | -7.7% |
| 7D | -10.7% | +9.7% | -20.4% | -12.7% |
| 30D | -30.5% | -34.6% | +4.1% | -24.7% |
| 3M | -39.2% | -50.8% | +11.6% | -30.9% |
| 6M | -33.0% | -66.5% | +33.4% | -19.9% |
| YTD | +22.3% | -81.3% | +103.6% | +52.9% |
| 1Y | +42.7% | -84.8% | +127.5% | +82.6% |
| All | +42.7% | -85.5% | +128.2% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling