+101.6%
MA vs EOSE
-60.2%
+161.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -3.5% | +14.0% | -17.5% | -3.9% |
| 30D | +0.7% | -5.9% | +6.6% | +0.7% |
| 3M | +15.8% | -34.3% | +50.1% | +16.8% |
| 6M | +10.2% | -37.8% | +48.0% | +10.6% |
| YTD | -0.5% | -65.2% | +64.7% | +1.1% |
| 1Y | -1.8% | -41.9% | +40.1% | -2.9% |
| 3Y | +38.7% | +44.6% | -5.8% | +26.6% |
| 5Y | +67.6% | -69.2% | +136.8% | +47.9% |
| All | +101.6% | -60.2% | +161.8% | +98.8% |
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