+363.1%
MS vs EOSE
-80.2%
+443.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.4% | -12.7% | +0.8% |
| 7D | -1.7% | -7.0% | +5.3% | -1.4% |
| 30D | +0.9% | -16.7% | +17.7% | +1.6% |
| 3M | -10.8% | -53.1% | +42.2% | -7.5% |
| 6M | +0.9% | -76.8% | +77.7% | +8.2% |
| YTD | +9.8% | -82.6% | +92.4% | +17.5% |
| 1Y | +17.1% | -89.3% | +106.3% | +28.1% |
| 3Y | +175.7% | +55.5% | +120.2% | +148.0% |
| 5Y | +125.9% | -81.9% | +207.7% | +105.3% |
| All | +363.1% | -80.2% | +443.2% | +362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling