+66.3%
MA vs EOSE
-69.1%
+135.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -3.5% | +15.0% | -18.5% | -4.0% |
| 30D | +0.8% | +2.5% | -1.7% | +0.5% |
| 3M | +14.8% | -33.7% | +48.5% | +15.8% |
| 6M | +10.0% | -32.7% | +42.7% | +10.1% |
| YTD | -0.1% | -63.8% | +63.7% | +1.5% |
| 1Y | -2.2% | -40.5% | +38.3% | -3.5% |
| 3Y | +39.3% | +50.4% | -11.1% | +26.3% |
| 5Y | +66.3% | -68.6% | +134.9% | +53.2% |
| All | +66.3% | -69.1% | +135.4% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling