+39.4%
MAS vs EOSE
-88.8%
+128.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | 0.0% |
| 7D | +3.0% | +9.8% | -6.8% | +2.4% |
| 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% | +32.2% |
| YTD | +35.8% | -83.3% | +119.1% | +37.2% |
| 1Y | +39.4% | -87.4% | +126.8% | +42.5% |
| All | +39.4% | -88.8% | +128.2% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling