+148.7%
MKSI vs EOSE
-60.6%
+209.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +2.7% | +1.8% | +0.9% | +2.4% |
| 30D | -12.8% | -6.8% | -6.0% | -12.4% |
| 3M | -22.5% | -36.3% | +13.8% | -18.4% |
| 6M | +19.4% | -38.8% | +58.2% | +24.2% |
| YTD | +67.7% | -65.5% | +133.3% | +83.5% |
| 1Y | +131.4% | -45.3% | +176.7% | +135.5% |
| 3Y | +197.3% | +44.2% | +153.2% | +138.6% |
| 5Y | +87.0% | -69.5% | +156.5% | +47.8% |
| All | +148.7% | -60.6% | +209.4% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling