+6,288.2%
MS vs EOG
+4,876.5%
+1,411.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.4% | +1.3% | +0.1% | +0.8% |
| 30D | -0.3% | +8.2% | -8.4% | -3.6% |
| 3M | +0.3% | +3.8% | -3.5% | -2.2% |
| 6M | +31.3% | +15.3% | +16.0% | +21.6% |
| YTD | +24.7% | +41.7% | -17.0% | +5.7% |
| 1Y | +47.9% | +23.6% | +24.4% | +32.0% |
| 3Y | +178.3% | +23.3% | +155.1% | +144.6% |
| 5Y | +144.9% | +170.4% | -25.5% | +47.5% |
| 10Y | +804.5% | +125.5% | +679.0% | +411.7% |
| All | +6,288.2% | +4,876.5% | +1,411.8% | +1,462.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling