-14.0%
MP vs EOSE
-40.1%
+26.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.9% |
| 7D | -0.7% | +15.0% | -15.7% | -5.0% |
| 30D | -0.7% | +2.5% | -3.1% | -2.3% |
| 3M | 0.0% | -33.7% | +33.7% | +9.0% |
| 6M | -10.0% | -32.7% | +22.8% | -4.2% |
| YTD | +7.5% | -63.8% | +71.3% | +29.0% |
| 1Y | -14.0% | -40.5% | +26.5% | -3.9% |
| All | -14.0% | -40.1% | +26.1% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling