+69.9%
MAS vs EOSE
-81.3%
+151.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.1% | +8.7% | -2.9% |
| 7D | +4.6% | -5.1% | +9.6% | +4.7% |
| 30D | +19.9% | -42.3% | +62.2% | +22.3% |
| 3M | +8.9% | -50.8% | +59.7% | +11.5% |
| 6M | +20.2% | -69.8% | +90.0% | +24.6% |
| YTD | +33.9% | -83.6% | +117.5% | +40.4% |
| 1Y | +34.7% | -87.3% | +122.0% | +42.2% |
| 3Y | +60.4% | -4.6% | +64.9% | +46.9% |
| 5Y | +43.5% | -83.3% | +126.8% | +23.8% |
| All | +69.9% | -81.3% | +151.1% | +46.8% |
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