+29.8%
MSFT vs EOSE
-80.8%
+110.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.3% |
| 7D | -1.3% | +9.8% | -11.0% | -2.2% |
| 30D | -1.8% | -2.1% | +0.2% | -1.9% |
| 3M | +5.6% | -54.1% | +59.7% | +10.8% |
| 6M | +29.8% | -76.9% | +106.7% | +31.1% |
| All | +29.8% | -80.8% | +110.7% | +31.1% |
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 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