+63.5%
MNST vs EOSE
+54.3%
+9.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.4% | -14.2% | -0.1% |
| 7D | -6.9% | -7.0% | +0.1% | -6.8% |
| 30D | +3.7% | -16.7% | +20.5% | +3.9% |
| 3M | -0.3% | -53.1% | +52.8% | +0.7% |
| 6M | +5.1% | -76.8% | +81.9% | +7.3% |
| YTD | +18.4% | -82.6% | +101.1% | +20.1% |
| 1Y | +26.3% | -89.3% | +115.5% | +28.7% |
| All | +63.5% | +54.3% | +9.2% | +59.7% |
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