-43.2%
MP vs EOSE
-90.5%
+47.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -3.6% | -8.4% | +4.8% | -2.0% |
| 30D | -21.0% | -31.0% | +10.0% | -14.0% |
| 3M | -33.3% | -57.0% | +23.7% | -18.8% |
| 6M | -45.9% | -78.3% | +32.3% | -23.3% |
| YTD | -27.8% | -84.8% | +57.0% | +6.3% |
| 1Y | -43.2% | -90.9% | +47.7% | -5.1% |
| All | -43.2% | -90.5% | +47.3% | -5.1% |
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