+194.5%
MET vs EOSE
-58.6%
+253.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.3% |
| 7D | -0.8% | +15.0% | -15.7% | -1.3% |
| 30D | -1.4% | +2.5% | -3.9% | -1.6% |
| 3M | +12.5% | -33.7% | +46.2% | +13.6% |
| 6M | +37.1% | -32.7% | +69.8% | +37.4% |
| YTD | +23.8% | -63.8% | +87.6% | +25.9% |
| 1Y | +24.1% | -40.5% | +64.7% | +23.2% |
| 3Y | +65.2% | +50.4% | +14.8% | +52.4% |
| 5Y | +82.3% | -68.6% | +150.8% | +64.4% |
| All | +194.5% | -58.6% | +253.2% | +184.3% |
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