-69.6%
EOSE vs MTCH
-73.3%
+3.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.8% |
| 7D | +1.8% | +1.3% | +0.5% | +0.9% |
| 30D | -6.8% | +15.9% | -22.7% | -15.2% |
| 3M | -36.3% | +23.3% | -59.6% | -44.3% |
| 6M | -38.8% | +40.1% | -78.9% | -49.9% |
| YTD | -65.5% | +33.6% | -99.1% | -71.6% |
| 1Y | -45.3% | +14.1% | -59.4% | -50.6% |
| 3Y | +44.2% | +1.4% | +42.7% | +32.6% |
| All | -69.6% | -73.3% | +3.7% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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