-11.4%
MSCI vs EOSE
-68.2%
+56.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.8% | -14.6% | -4.3% |
| 7D | -2.1% | +41.4% | -43.5% | -3.8% |
| 30D | -1.7% | +3.6% | -5.4% | -2.2% |
| 3M | -8.2% | -35.7% | +27.5% | -6.9% |
| 6M | -2.4% | -29.9% | +27.4% | -2.4% |
| YTD | -2.8% | -62.5% | +59.7% | -0.4% |
| 1Y | -2.7% | -37.4% | +34.8% | -4.3% |
| 3Y | +7.3% | +55.8% | -48.5% | -6.9% |
| 5Y | -11.4% | -67.8% | +56.4% | -22.2% |
| All | -11.4% | -68.2% | +56.8% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling