-60.4%
EOSE vs MDY
+105.5%
-165.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -2.9% | -2.0% |
| 7D | +14.0% | -2.5% | +16.5% | +19.8% |
| 30D | -5.9% | -5.0% | -0.8% | +4.8% |
| 3M | -34.3% | +0.5% | -34.7% | -33.7% |
| 6M | -37.8% | +8.0% | -45.8% | -44.4% |
| YTD | -65.2% | +12.2% | -77.3% | -70.8% |
| 1Y | -41.9% | +14.0% | -55.9% | -51.7% |
| 3Y | +44.6% | +48.2% | -3.6% | -28.2% |
| 5Y | -69.2% | +46.1% | -115.3% | -82.9% |
| All | -60.4% | +105.5% | -165.8% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling