+1,530.3%
MOD vs EOSE
-71.7%
+1,602.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.6% | +3.0% |
| 7D | +9.6% | +19.0% | -9.4% | +7.0% |
| 30D | 0.0% | +1.6% | -1.5% | -0.5% |
| 3M | -35.4% | -52.0% | +16.6% | -30.4% |
| 6M | -7.3% | -42.5% | +35.2% | -3.3% |
| YTD | +45.8% | -66.1% | +111.9% | +57.1% |
| 1Y | +43.1% | -47.1% | +90.3% | +46.3% |
| 3Y | +297.7% | +0.8% | +296.9% | +243.7% |
| All | +1,530.3% | -71.7% | +1,602.0% | +1,212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling