-57.3%
EOSE vs MTB
+174.1%
-231.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.1% |
| 7D | +41.4% | +2.8% | +38.7% | +39.9% |
| 30D | +3.6% | -4.2% | +7.8% | +5.5% |
| 3M | -35.7% | +7.8% | -43.5% | -38.0% |
| 6M | -29.9% | +14.8% | -44.7% | -34.1% |
| YTD | -62.5% | +20.8% | -83.3% | -65.6% |
| 1Y | -37.4% | +23.1% | -60.5% | -43.1% |
| 3Y | +55.8% | +114.8% | -59.0% | +6.8% |
| 5Y | -67.8% | +103.3% | -171.1% | -76.4% |
| All | -57.3% | +174.1% | -231.4% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling