-47.1%
EOSE vs MKTX
-8.5%
-38.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.8% | +10.9% |
| 7D | +19.0% | +0.4% | +18.6% | +19.1% |
| 30D | +1.6% | +1.1% | +0.5% | +1.7% |
| 3M | -52.0% | +36.1% | -88.1% | -48.4% |
| 6M | -42.5% | -12.9% | -29.6% | -56.3% |
| YTD | -66.1% | -8.5% | -57.6% | -73.2% |
| 1Y | -47.1% | -7.5% | -39.6% | -63.0% |
| All | -47.1% | -8.5% | -38.6% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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