+1,428.8%
MOD vs EOSE
-82.0%
+1,510.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | +0.4% |
| 7D | +16.1% | -3.7% | +19.8% | +16.4% |
| 30D | -38.5% | -22.0% | -16.5% | -37.4% |
| 3M | -46.8% | -57.3% | +10.5% | -42.7% |
| 6M | -61.6% | -77.7% | +16.1% | -56.1% |
| YTD | -20.5% | -84.2% | +63.7% | -9.0% |
| 1Y | -28.0% | -89.5% | +61.5% | -14.5% |
| 3Y | +134.9% | +41.4% | +93.5% | +106.0% |
| 5Y | +833.2% | -83.0% | +916.2% | +681.1% |
| All | +1,428.8% | -82.0% | +1,510.8% | +1,380.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling