+76.3%
MSFU vs EOSE
+108.6%
-32.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.9% | -15.0% | -4.8% |
| 7D | -5.7% | +19.0% | -24.7% | -6.9% |
| 30D | +4.2% | +1.6% | +2.6% | +3.7% |
| 3M | +27.9% | -52.0% | +79.9% | +32.1% |
| 6M | +37.1% | -42.5% | +79.6% | +39.0% |
| YTD | -7.4% | -66.1% | +58.8% | -4.4% |
| 1Y | -19.6% | -47.1% | +27.5% | -19.7% |
| 3Y | +33.2% | +0.8% | +32.4% | +24.4% |
| All | +76.3% | +108.6% | -32.3% | +55.0% |
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