+15.3%
MAS vs EOSE
-72.4%
+87.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.4% | +5.5% | -1.5% |
| 7D | +2.0% | -7.9% | +9.9% | +2.5% |
| 30D | +19.4% | -43.9% | +63.3% | +22.4% |
| 3M | +9.4% | -55.8% | +65.3% | +13.1% |
| 6M | +15.3% | -73.4% | +88.7% | +17.5% |
| All | +15.3% | -72.4% | +87.7% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling