-60.8%
EOSE vs MDY
+107.1%
-167.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.6% |
| 7D | +1.8% | -1.9% | +3.7% | +5.5% |
| 30D | -6.8% | -4.6% | -2.2% | +2.8% |
| 3M | -36.3% | -1.2% | -35.1% | -33.6% |
| 6M | -38.8% | +9.2% | -48.0% | -46.4% |
| YTD | -65.5% | +13.1% | -78.6% | -71.6% |
| 1Y | -45.3% | +13.0% | -58.3% | -53.8% |
| 3Y | +44.2% | +49.2% | -5.1% | -29.4% |
| 5Y | -69.5% | +47.2% | -116.7% | -83.3% |
| All | -60.8% | +107.1% | -167.9% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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