+30.0%
MGY vs EOSE
+42.6%
-12.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +3.5% | +1.8% | +1.7% | +3.5% |
| 30D | +5.3% | -6.8% | +12.1% | +5.4% |
| 3M | +2.6% | -36.3% | +38.9% | +3.5% |
| 6M | -3.3% | -38.8% | +35.5% | -2.9% |
| YTD | +29.2% | -65.5% | +94.8% | +31.4% |
| 1Y | +18.0% | -45.3% | +63.3% | +16.9% |
| 3Y | +30.0% | +44.2% | -14.1% | +13.1% |
| All | +30.0% | +42.6% | -12.6% | +13.1% |
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