+137.1%
MOD vs EOSE
-16.7%
+153.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.4% | +13.2% | +6.7% |
| 7D | -25.5% | -7.9% | -17.6% | -25.2% |
| 30D | -49.0% | -43.9% | -5.1% | -45.5% |
| 3M | -49.8% | -55.8% | +6.0% | -45.0% |
| 6M | -64.8% | -73.4% | +8.6% | -59.2% |
| YTD | -27.6% | -84.8% | +57.2% | -14.1% |
| 1Y | -35.2% | -88.6% | +53.4% | -20.6% |
| 3Y | +137.1% | -2.8% | +139.9% | +115.2% |
| All | +137.1% | -16.7% | +153.9% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling