+10.2%
MTUM vs EOSE
-85.5%
+95.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.6% | -14.6% | -3.3% |
| 7D | -10.1% | +9.7% | -19.8% | -11.1% |
| 30D | -15.6% | -34.6% | +19.0% | -12.1% |
| 3M | -12.7% | -50.8% | +38.1% | -6.9% |
| 6M | -3.7% | -66.5% | +62.7% | +5.6% |
| YTD | +9.4% | -81.3% | +90.8% | +22.5% |
| 1Y | +10.2% | -84.8% | +95.1% | +24.9% |
| All | +10.2% | -85.5% | +95.7% | +24.9% |
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