+30.7%
MOS vs EOSE
-82.7%
+113.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.6% | +0.6% |
| 7D | +21.6% | -7.9% | +29.5% | +22.1% |
| 30D | +12.0% | -43.9% | +55.8% | +15.6% |
| 3M | -3.9% | -55.8% | +52.0% | +0.4% |
| 6M | -3.3% | -73.4% | +70.1% | +3.2% |
| YTD | -4.6% | -84.8% | +80.2% | +3.5% |
| 1Y | -7.0% | -88.6% | +81.6% | +2.4% |
| 3Y | -24.4% | -2.8% | -21.6% | -33.4% |
| 5Y | -32.1% | -84.6% | +52.5% | -40.2% |
| All | +30.7% | -82.7% | +113.4% | +25.5% |
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