-1.1%
MSI vs EOSE
-49.1%
+48.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.7% | -0.5% |
| 7D | -3.7% | +19.0% | -22.7% | -3.0% |
| 30D | +6.8% | +1.6% | +5.3% | +7.1% |
| 3M | +14.3% | -52.0% | +66.3% | +11.8% |
| 6M | -1.6% | -42.5% | +40.9% | -2.3% |
| YTD | +22.8% | -66.1% | +88.9% | +20.6% |
| 1Y | -1.1% | -47.1% | +46.0% | +0.6% |
| All | -1.1% | -49.1% | +48.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling