+70.6%
MA vs EOSE
+54.3%
+16.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.4% | -14.1% | +0.1% |
| 7D | -1.8% | -7.0% | +5.2% | -1.7% |
| 30D | +11.0% | -16.7% | +27.8% | +11.1% |
| 3M | +17.9% | -53.1% | +70.9% | +18.5% |
| 6M | +33.2% | -76.8% | +109.9% | +34.8% |
| YTD | +16.5% | -82.6% | +99.1% | +17.9% |
| 1Y | +19.1% | -89.3% | +108.4% | +21.7% |
| All | +70.6% | +54.3% | +16.3% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling