+157.6%
MSFT vs EOSE
-60.6%
+218.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +0.8% | -6.8% | +7.7% | +0.9% |
| 3M | +27.2% | -36.3% | +63.5% | +28.7% |
| 6M | +22.9% | -38.8% | +61.7% | +23.7% |
| YTD | +3.1% | -65.5% | +68.7% | +5.3% |
| 1Y | -0.3% | -45.3% | +45.0% | -0.7% |
| 3Y | +50.1% | +44.2% | +5.9% | +38.3% |
| 5Y | +74.6% | -69.5% | +144.1% | +53.8% |
| All | +157.6% | -60.6% | +218.2% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling