+1,292.1%
MOD vs EOSE
-82.7%
+1,374.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.4% | +13.2% | +6.5% |
| 7D | -25.5% | -7.9% | -17.6% | -25.3% |
| 30D | -49.0% | -43.9% | -5.1% | -46.2% |
| 3M | -49.8% | -55.8% | +6.0% | -46.0% |
| 6M | -64.8% | -73.4% | +8.6% | -60.4% |
| YTD | -27.6% | -84.8% | +57.2% | -16.7% |
| 1Y | -35.2% | -88.6% | +53.4% | -23.6% |
| 3Y | +137.1% | -2.8% | +139.9% | +113.6% |
| 5Y | +760.3% | -84.6% | +844.9% | +624.2% |
| All | +1,292.1% | -82.7% | +1,374.7% | +1,254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling