+49.8%
MOS vs EOSE
-61.3%
+111.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.9% | -9.4% | +0.7% |
| 7D | +9.5% | +19.0% | -9.5% | +8.3% |
| 30D | +10.4% | +1.6% | +8.9% | +10.0% |
| 3M | +12.9% | -52.0% | +64.9% | +17.2% |
| 6M | +1.2% | -42.5% | +43.8% | +2.9% |
| YTD | +9.3% | -66.1% | +75.5% | +13.4% |
| 1Y | -18.0% | -47.1% | +29.2% | -18.4% |
| 3Y | -29.0% | +0.8% | -29.8% | -37.4% |
| 5Y | -9.6% | -71.7% | +62.1% | -23.3% |
| All | +49.8% | -61.3% | +111.2% | +37.5% |
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