+136.1%
MA vs EOSE
-81.0%
+217.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.1% |
| 7D | +1.3% | +9.8% | -8.5% | +1.0% |
| 30D | +9.6% | -2.1% | +11.7% | +9.4% |
| 3M | +16.8% | -54.1% | +70.9% | +18.9% |
| 6M | +35.2% | -76.9% | +112.1% | +40.0% |
| YTD | +16.6% | -83.3% | +99.9% | +20.7% |
| 1Y | +19.8% | -87.4% | +107.2% | +25.1% |
| 3Y | +70.7% | +61.9% | +8.8% | +53.1% |
| 5Y | +87.4% | -82.1% | +169.5% | +67.6% |
| All | +136.1% | -81.0% | +217.0% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling