-16.2%
MOS vs EOSE
-40.1%
+23.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.1% |
| 7D | +1.7% | +15.0% | -13.3% | +1.1% |
| 30D | +11.7% | +2.5% | +9.2% | +11.2% |
| 3M | +23.2% | -33.7% | +56.9% | +24.3% |
| 6M | -1.6% | -32.7% | +31.1% | -0.8% |
| YTD | +10.8% | -63.8% | +74.6% | +13.6% |
| 1Y | -16.2% | -40.5% | +24.3% | -7.8% |
| All | -16.2% | -40.1% | +23.9% | -7.8% |
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