+201.9%
MSI vs EOSE
-58.6%
+260.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.6% |
| 7D | -4.0% | +15.0% | -18.9% | -4.3% |
| 30D | -0.5% | +2.5% | -2.9% | -0.6% |
| 3M | +11.4% | -33.7% | +45.1% | +12.2% |
| 6M | +1.0% | -32.7% | +33.7% | +1.1% |
| YTD | +20.7% | -63.8% | +84.4% | +22.2% |
| 1Y | -2.7% | -40.5% | +37.9% | -4.0% |
| 3Y | +68.2% | +50.4% | +17.8% | +53.6% |
| 5Y | +100.0% | -68.6% | +168.5% | +74.5% |
| All | +201.9% | -58.6% | +260.6% | +168.9% |
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 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