+355.6%
MS vs EOSE
-82.7%
+438.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.7% | +0.7% |
| 7D | +0.8% | -8.4% | +9.2% | +1.3% |
| 30D | -0.7% | -31.0% | +30.3% | +1.2% |
| 3M | -12.4% | -57.0% | +44.7% | -8.6% |
| 6M | -1.7% | -78.3% | +76.5% | +5.8% |
| YTD | +8.0% | -84.8% | +92.9% | +16.6% |
| 1Y | +16.2% | -90.9% | +107.1% | +28.5% |
| 3Y | +171.3% | +35.9% | +135.4% | +146.1% |
| 5Y | +124.8% | -84.1% | +208.8% | +106.0% |
| All | +355.6% | -82.7% | +438.3% | +359.4% |
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 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