+135.9%
MA vs EOSE
-80.2%
+216.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.4% | -14.1% | -0.1% |
| 7D | -1.8% | -7.0% | +5.2% | -1.6% |
| 30D | +11.0% | -16.7% | +27.8% | +11.4% |
| 3M | +17.9% | -53.1% | +70.9% | +19.9% |
| 6M | +33.2% | -76.8% | +109.9% | +37.9% |
| YTD | +16.5% | -82.6% | +99.1% | +20.4% |
| 1Y | +19.1% | -89.3% | +108.4% | +25.1% |
| 3Y | +70.6% | +55.5% | +15.1% | +53.3% |
| 5Y | +92.1% | -81.9% | +174.0% | +71.7% |
| All | +135.9% | -80.2% | +216.1% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling