+20.9%
MS vs EOSE
-85.5%
+106.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.4% | +3.1% |
| 7D | +2.6% | +9.7% | -7.1% | +1.7% |
| 30D | +2.6% | -34.6% | +37.2% | +5.9% |
| 3M | -10.1% | -50.8% | +40.7% | -5.4% |
| 6M | +4.4% | -66.5% | +70.8% | +12.1% |
| YTD | +11.7% | -81.3% | +93.1% | +20.6% |
| 1Y | +20.9% | -84.8% | +105.8% | +31.6% |
| All | +20.9% | -85.5% | +106.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling