+68.9%
MP vs EOSE
-68.2%
+137.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.3% | -0.3% |
| 7D | +3.0% | +41.4% | -38.4% | -3.2% |
| 30D | +8.3% | +3.6% | +4.7% | +7.1% |
| 3M | -3.8% | -35.7% | +31.9% | +2.1% |
| 6M | -4.9% | -29.9% | +24.9% | -1.9% |
| YTD | +9.6% | -62.5% | +72.1% | +21.5% |
| 1Y | -11.7% | -37.4% | +25.7% | -9.7% |
| 3Y | +158.5% | +55.8% | +102.7% | +102.4% |
| 5Y | +68.9% | -67.8% | +136.7% | +49.4% |
| All | +68.9% | -68.2% | +137.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling