+71.2%
MSCI vs EOSE
-61.3%
+132.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.1% | -0.8% |
| 7D | +0.4% | +19.0% | -18.6% | -0.5% |
| 30D | +0.6% | +1.6% | -1.0% | +0.3% |
| 3M | -7.1% | -52.0% | +44.9% | -4.5% |
| 6M | +0.8% | -42.5% | +43.4% | +1.9% |
| YTD | +1.0% | -66.1% | +67.1% | +3.8% |
| 1Y | +4.3% | -47.1% | +51.5% | +3.6% |
| 3Y | +9.9% | +0.8% | +9.2% | -1.2% |
| 5Y | -6.8% | -71.7% | +64.9% | -20.6% |
| All | +71.2% | -61.3% | +132.6% | +55.1% |
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