+127.0%
MP vs EOSE
-16.7%
+143.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.4% | +12.4% | +6.3% |
| 7D | -10.5% | -7.9% | -2.6% | -9.6% |
| 30D | -23.5% | -43.9% | +20.3% | -16.0% |
| 3M | -25.4% | -55.8% | +30.4% | -15.1% |
| 6M | -51.3% | -73.4% | +22.1% | -40.1% |
| YTD | -29.9% | -84.8% | +54.9% | -9.2% |
| 1Y | -31.8% | -88.6% | +56.8% | -8.2% |
| 3Y | +127.0% | -2.8% | +129.8% | +106.7% |
| All | +127.0% | -16.7% | +143.7% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling