+114.4%
MTUM vs EOSE
+42.6%
+71.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +0.7% | +1.8% | -1.1% | +0.6% |
| 30D | -2.4% | -6.8% | +4.4% | -2.3% |
| 3M | -3.6% | -36.3% | +32.6% | -1.6% |
| 6M | +23.7% | -38.8% | +62.4% | +25.6% |
| YTD | +22.9% | -65.5% | +88.4% | +27.3% |
| 1Y | +21.8% | -45.3% | +67.1% | +22.6% |
| 3Y | +114.4% | +44.2% | +70.3% | +102.0% |
| All | +114.4% | +42.6% | +71.8% | +102.0% |
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