+97.7%
MSCI vs EOSE
-80.2%
+177.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.4% | -13.7% | +0.1% |
| 7D | -1.9% | -7.0% | +5.1% | -1.7% |
| 30D | +16.5% | -16.7% | +33.2% | +17.0% |
| 3M | +18.2% | -53.1% | +71.3% | +21.3% |
| 6M | +14.0% | -76.8% | +90.7% | +20.2% |
| YTD | +16.6% | -82.6% | +99.2% | +22.8% |
| 1Y | +14.8% | -89.3% | +104.1% | +23.6% |
| 3Y | +33.3% | +55.5% | -22.2% | +15.5% |
| 5Y | +9.1% | -81.9% | +90.9% | -5.3% |
| All | +97.7% | -80.2% | +177.9% | +83.3% |
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