+229.1%
MP vs EOSE
-82.7%
+311.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -3.6% | -8.4% | +4.8% | -2.6% |
| 30D | -21.0% | -31.0% | +10.0% | -16.6% |
| 3M | -33.3% | -57.0% | +23.7% | -24.5% |
| 6M | -45.9% | -78.3% | +32.3% | -32.1% |
| YTD | -27.8% | -84.8% | +57.0% | -8.1% |
| 1Y | -43.2% | -90.9% | +47.7% | -22.2% |
| 3Y | +144.0% | +35.9% | +108.1% | +96.0% |
| 5Y | -6.1% | -84.1% | +77.9% | -15.1% |
| All | +229.1% | -82.7% | +311.7% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling