+13.8%
MSCI vs EOSE
-90.5%
+104.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.5% |
| 7D | -0.7% | -3.7% | +3.1% | -0.7% |
| 30D | +16.2% | -22.0% | +38.2% | +16.1% |
| 3M | +16.1% | -57.3% | +73.4% | +15.5% |
| 6M | +12.9% | -77.7% | +90.6% | +13.0% |
| YTD | +14.8% | -84.2% | +99.0% | +17.5% |
| 1Y | +13.8% | -89.5% | +103.3% | +17.9% |
| All | +13.8% | -90.5% | +104.3% | +17.9% |
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