+174.8%
MS vs EOSE
+43.5%
+131.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.0% | -4.9% | +2.6% |
| 7D | +0.7% | +6.8% | -6.1% | +0.3% |
| 30D | -0.9% | -25.4% | +24.5% | +0.6% |
| 3M | -13.0% | -54.7% | +41.7% | -9.2% |
| 6M | -2.0% | -76.5% | +74.6% | +5.5% |
| YTD | +7.8% | -83.6% | +91.4% | +16.0% |
| 1Y | +17.9% | -89.7% | +107.6% | +29.5% |
| 3Y | +174.8% | +38.7% | +136.0% | +165.4% |
| All | +174.8% | +43.5% | +131.3% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling