+206.1%
MSI vs EOSE
-60.6%
+266.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -0.4% | +1.8% | -2.2% | -0.5% |
| 30D | -0.8% | -6.8% | +6.1% | -0.7% |
| 3M | +13.9% | -36.3% | +50.2% | +14.8% |
| 6M | +1.3% | -38.8% | +40.1% | +1.7% |
| YTD | +22.3% | -65.5% | +87.8% | +24.0% |
| 1Y | -3.9% | -45.3% | +41.4% | -4.9% |
| 3Y | +69.9% | +44.2% | +25.7% | +55.2% |
| 5Y | +103.8% | -69.5% | +173.3% | +78.0% |
| All | +206.1% | -60.6% | +266.7% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling