+425.7%
MS vs EOSE
-61.3%
+487.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | -0.4% |
| 7D | +1.4% | +19.0% | -17.6% | +0.2% |
| 30D | -0.3% | +1.6% | -1.8% | -0.6% |
| 3M | +0.3% | -52.0% | +52.3% | +3.8% |
| 6M | +31.3% | -42.5% | +73.9% | +33.5% |
| YTD | +24.7% | -66.1% | +90.8% | +29.0% |
| 1Y | +47.9% | -47.1% | +95.1% | +48.1% |
| 3Y | +178.3% | +0.8% | +177.6% | +155.1% |
| 5Y | +144.9% | -71.7% | +216.6% | +117.0% |
| All | +425.7% | -61.3% | +487.0% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling