-32.6%
MOD vs EOSE
-85.5%
+52.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +12.6% | -34.1% | -23.7% |
| 7D | -31.3% | +9.7% | -41.1% | -33.0% |
| 30D | -46.1% | -34.6% | -11.6% | -42.2% |
| 3M | -51.1% | -50.8% | -0.3% | -45.2% |
| 6M | -62.1% | -66.5% | +4.4% | -55.0% |
| YTD | -26.2% | -81.3% | +55.1% | -13.1% |
| 1Y | -32.6% | -84.8% | +52.3% | -15.9% |
| All | -32.6% | -85.5% | +52.9% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling