+44.2%
EOSE vs MTB
+114.2%
-70.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -38.2% |
| 6M | -38.8% | +19.6% | -58.4% | -43.8% |
| YTD | -65.5% | +21.5% | -87.0% | -68.8% |
| 1Y | -45.3% | +24.7% | -70.0% | -51.2% |
| 3Y | +44.2% | +108.6% | -64.4% | -28.2% |
| All | +44.2% | +114.2% | -70.0% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling