+47.3%
MAS vs EOSE
-61.3%
+108.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +1.3% |
| 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% | +6.9% |
| 6M | +7.2% | -42.5% | +49.7% | +8.2% |
| YTD | +16.1% | -66.1% | +82.3% | +18.6% |
| 1Y | +0.1% | -47.1% | +47.2% | -0.5% |
| 3Y | +28.3% | +0.8% | +27.5% | +17.3% |
| 5Y | +30.5% | -71.7% | +102.1% | +9.6% |
| All | +47.3% | -61.3% | +108.6% | +24.0% |
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