+5,256.1%
MS vs EOG
+4,976.9%
+279.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.2% |
| 7D | -1.6% | -11.1% | +9.6% | +2.9% |
| 30D | -3.8% | +2.7% | -6.5% | -5.2% |
| 3M | -14.6% | +8.8% | -23.4% | -18.1% |
| 6M | -5.1% | +10.8% | -15.9% | -10.6% |
| YTD | +4.5% | +44.6% | -40.0% | -12.7% |
| 1Y | +13.5% | +44.6% | -31.0% | -5.3% |
| 3Y | +160.4% | +29.5% | +130.9% | +123.8% |
| 5Y | +112.9% | +96.3% | +16.6% | +46.2% |
| 10Y | +633.4% | +122.4% | +511.0% | +316.1% |
| All | +5,256.1% | +4,976.9% | +279.3% | +1,191.3% |
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