+102.8%
MSI vs EOSE
-70.2%
+173.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +1.0% |
| 7D | -1.8% | +14.0% | -15.8% | -2.1% |
| 30D | -0.6% | -5.9% | +5.3% | -0.6% |
| 3M | +13.0% | -34.3% | +47.3% | +13.9% |
| 6M | +0.5% | -37.8% | +38.3% | +0.9% |
| YTD | +21.7% | -65.2% | +86.9% | +23.5% |
| 1Y | -2.6% | -41.9% | +39.3% | -4.1% |
| 3Y | +69.7% | +44.6% | +25.1% | +53.3% |
| 5Y | +102.8% | -69.2% | +172.0% | +77.8% |
| All | +102.8% | -70.2% | +173.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling