+62.4%
MSFT vs EOSE
-82.3%
+144.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.1% |
| 7D | -1.3% | +9.8% | -11.0% | -1.8% |
| 30D | -1.8% | -2.1% | +0.2% | -2.0% |
| 3M | +5.6% | -54.1% | +59.7% | +8.6% |
| 6M | +29.8% | -76.9% | +106.7% | +36.6% |
| YTD | +9.0% | -83.3% | +92.3% | +14.6% |
| 1Y | +4.9% | -87.4% | +92.4% | +11.5% |
| 3Y | +46.2% | +61.9% | -15.6% | +31.7% |
| All | +62.4% | -82.3% | +144.7% | +51.9% |
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 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