+160.4%
MS vs EOG
+26.6%
+133.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | -1.6% | -11.1% | +9.6% | +0.2% |
| 30D | -3.8% | +2.7% | -6.5% | -4.6% |
| 3M | -14.6% | +8.8% | -23.4% | -16.5% |
| 6M | -5.1% | +10.8% | -15.9% | -8.2% |
| YTD | +4.5% | +44.6% | -40.0% | -9.7% |
| 1Y | +13.5% | +44.6% | -31.0% | -2.1% |
| 3Y | +160.4% | +29.5% | +130.9% | +127.6% |
| All | +160.4% | +26.6% | +133.8% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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