+72.3%
MAS vs EOSE
-81.0%
+153.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | 0.0% |
| 7D | +3.0% | +9.8% | -6.8% | +2.5% |
| 30D | +22.4% | -2.1% | +24.5% | +22.2% |
| 3M | +14.5% | -54.1% | +68.6% | +17.5% |
| 6M | +27.1% | -76.9% | +104.1% | +33.3% |
| YTD | +35.8% | -83.3% | +119.1% | +42.2% |
| 1Y | +39.4% | -87.4% | +126.8% | +47.4% |
| 3Y | +60.3% | +61.9% | -1.6% | +43.7% |
| 5Y | +39.4% | -82.1% | +121.5% | +20.2% |
| All | +72.3% | -81.0% | +153.2% | +48.6% |
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