+2,579.7%
MOD vs EOSE
-58.6%
+2,638.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.9% |
| 7D | +3.6% | +15.0% | -11.4% | +2.0% |
| 30D | -2.6% | +2.5% | -5.1% | -3.3% |
| 3M | -33.1% | -33.7% | +0.6% | -30.9% |
| 6M | -7.5% | -32.7% | +25.2% | -5.5% |
| YTD | +39.3% | -63.8% | +103.1% | +47.7% |
| 1Y | +34.3% | -40.5% | +74.8% | +35.5% |
| 3Y | +296.2% | +50.4% | +245.8% | +238.9% |
| 5Y | +1,504.6% | -68.6% | +1,573.1% | +1,147.8% |
| All | +2,579.7% | -58.6% | +2,638.3% | +2,302.5% |
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