+156.7%
MSFT vs EOSE
-57.1%
+213.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -1.6% |
| 7D | -1.4% | +41.4% | -42.9% | -2.9% |
| 30D | -1.0% | +3.6% | -4.6% | -1.4% |
| 3M | +20.2% | -35.7% | +55.9% | +21.5% |
| 6M | +21.3% | -29.9% | +51.1% | +21.4% |
| YTD | +2.8% | -62.5% | +65.3% | +4.6% |
| 1Y | 0.0% | -37.4% | +37.4% | -1.0% |
| 3Y | +51.2% | +55.8% | -4.6% | +39.0% |
| 5Y | +71.4% | -67.8% | +139.3% | +50.6% |
| All | +156.7% | -57.1% | +213.8% | +143.2% |
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