-3.9%
MSI vs EOSE
-42.0%
+38.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -0.4% | +1.8% | -2.2% | -0.3% |
| 30D | -0.8% | -6.8% | +6.1% | -0.8% |
| 3M | +13.9% | -36.3% | +50.2% | +12.6% |
| 6M | +1.3% | -38.8% | +40.1% | +0.9% |
| YTD | +22.3% | -65.5% | +87.8% | +20.1% |
| 1Y | -3.9% | -45.3% | +41.4% | -4.8% |
| All | -3.9% | -42.0% | +38.1% | -4.8% |
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