+22.5%
MA vs EOSE
-85.5%
+108.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.6% | -8.7% | +4.1% |
| 7D | +10.2% | +9.7% | +0.5% | +10.4% |
| 30D | +19.3% | -34.6% | +53.9% | +18.5% |
| 3M | +18.0% | -50.8% | +68.8% | +16.6% |
| 6M | +33.7% | -66.5% | +100.2% | +31.3% |
| YTD | +18.6% | -81.3% | +99.9% | +15.5% |
| 1Y | +22.5% | -84.8% | +107.3% | +19.7% |
| All | +22.5% | -85.5% | +108.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling