+5.4%
MOD vs EOSE
-88.8%
+94.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +5.5% | +22.3% | +26.8% |
| 7D | +40.4% | +9.8% | +30.7% | +38.1% |
| 30D | -14.0% | -2.1% | -12.0% | -14.9% |
| 3M | -33.3% | -54.1% | +20.7% | -25.1% |
| 6M | -51.4% | -76.9% | +25.5% | -40.1% |
| YTD | +1.6% | -83.3% | +84.9% | +18.5% |
| 1Y | +5.4% | -87.4% | +92.8% | +28.6% |
| All | +5.4% | -88.8% | +94.2% | +28.6% |
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