+194.0%
MO vs EOSE
-60.6%
+254.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +0.1% | +1.8% | -1.7% | +0.2% |
| 30D | +7.1% | -6.8% | +14.0% | +7.2% |
| 3M | -2.0% | -36.3% | +34.3% | -1.9% |
| 6M | +7.3% | -38.8% | +46.1% | +7.3% |
| YTD | +23.5% | -65.5% | +89.0% | +23.6% |
| 1Y | +11.0% | -45.3% | +56.3% | +10.7% |
| 3Y | +95.0% | +44.2% | +50.8% | +90.6% |
| 5Y | +100.6% | -69.5% | +170.1% | +91.5% |
| All | +194.0% | -60.6% | +254.6% | +207.2% |
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