+14.0%
MSCI vs EOSE
-74.7%
+88.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.4% | -13.7% | +1.0% |
| 7D | -1.9% | -7.0% | +5.1% | -2.1% |
| 30D | +16.5% | -16.7% | +33.2% | +15.8% |
| 3M | +18.2% | -53.1% | +71.3% | +14.7% |
| 6M | +14.0% | -76.8% | +90.7% | +11.9% |
| All | +14.0% | -74.7% | +88.7% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling