-4.2%
MOS vs EOSE
-68.2%
+64.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +1.9% |
| 7D | +7.1% | +41.4% | -34.4% | +4.6% |
| 30D | +15.0% | +3.6% | +11.4% | +14.5% |
| 3M | +24.1% | -35.7% | +59.8% | +26.6% |
| 6M | +2.7% | -29.9% | +32.6% | +3.1% |
| YTD | +12.2% | -62.5% | +74.7% | +15.7% |
| 1Y | -16.3% | -37.4% | +21.1% | -17.7% |
| 3Y | -23.3% | +55.8% | -79.1% | -34.6% |
| 5Y | -4.2% | -67.8% | +63.7% | -14.6% |
| All | -4.2% | -68.2% | +64.1% | -14.6% |
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