+390.1%
MP vs EOSE
-58.6%
+448.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.3% |
| 7D | -0.7% | +15.0% | -15.7% | -3.2% |
| 30D | -0.7% | +2.5% | -3.1% | -1.6% |
| 3M | 0.0% | -33.7% | +33.7% | +5.7% |
| 6M | -10.0% | -32.7% | +22.8% | -6.5% |
| YTD | +7.5% | -63.8% | +71.3% | +19.9% |
| 1Y | -14.0% | -40.5% | +26.5% | -11.5% |
| 3Y | +153.5% | +50.4% | +103.1% | +97.3% |
| 5Y | +62.7% | -68.6% | +131.3% | +32.2% |
| All | +390.1% | -58.6% | +448.7% | +314.9% |
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