+1,385.2%
MOD vs EOSE
-82.7%
+1,467.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.4% | +4.5% | -2.1% |
| 7D | -17.8% | -8.4% | -9.4% | -17.5% |
| 30D | -43.2% | -31.0% | -12.3% | -41.4% |
| 3M | -46.0% | -57.0% | +11.0% | -41.8% |
| 6M | -62.2% | -78.3% | +16.0% | -56.6% |
| YTD | -22.8% | -84.8% | +62.0% | -11.1% |
| 1Y | -35.5% | -90.9% | +55.5% | -22.2% |
| 3Y | +128.2% | +35.9% | +92.3% | +101.2% |
| 5Y | +791.6% | -84.1% | +875.7% | +650.6% |
| All | +1,385.2% | -82.7% | +1,467.8% | +1,345.7% |
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 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