-69.6%
EOSE vs MOH
-19.7%
-49.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | -6.8% | -0.9% | -6.0% | -6.8% |
| 3M | -36.3% | +5.7% | -42.0% | -36.8% |
| 6M | -38.8% | +39.1% | -77.9% | -41.9% |
| YTD | -65.5% | +17.7% | -83.2% | -66.8% |
| 1Y | -45.3% | +8.4% | -53.7% | -46.7% |
| 3Y | +44.2% | -36.6% | +80.7% | +47.3% |
| All | -69.6% | -19.7% | -49.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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