+145.1%
MS vs EOG
+173.1%
-28.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | -0.3% | +8.2% | -8.4% | -2.3% |
| 3M | +0.3% | +3.8% | -3.5% | -1.2% |
| 6M | +31.3% | +15.3% | +16.0% | +24.8% |
| YTD | +24.7% | +41.7% | -17.0% | +10.9% |
| 1Y | +47.9% | +23.6% | +24.4% | +37.1% |
| 3Y | +178.3% | +23.3% | +155.1% | +154.7% |
| All | +145.1% | +173.1% | -28.1% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling