-60.8%
EOSE vs MTB
+175.7%
-236.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -6.8% | -4.8% | -2.0% | -4.9% |
| 3M | -36.3% | +6.0% | -42.2% | -38.0% |
| 6M | -38.8% | +19.6% | -58.4% | -43.4% |
| YTD | -65.5% | +21.5% | -87.0% | -68.5% |
| 1Y | -45.3% | +24.7% | -70.0% | -50.5% |
| 3Y | +44.2% | +108.6% | -64.4% | 0.0% |
| 5Y | -69.5% | +106.7% | -176.2% | -77.7% |
| All | -60.8% | +175.7% | -236.5% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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