+33.8%
MAS vs EOSE
+4.6%
+29.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.4% |
| 7D | -0.8% | +19.0% | -19.8% | -1.5% |
| 30D | -5.6% | +1.6% | -7.1% | -5.8% |
| 3M | +4.4% | -52.0% | +56.4% | +6.7% |
| 6M | +7.2% | -42.5% | +49.7% | +8.0% |
| YTD | +16.1% | -66.1% | +82.3% | +18.1% |
| 1Y | +0.1% | -47.1% | +47.2% | -0.8% |
| All | +33.8% | +4.6% | +29.2% | +14.9% |
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