-14.3%
MTZ vs EOSE
-85.5%
+71.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +12.6% | -28.0% | -17.0% |
| 7D | -7.4% | +9.7% | -17.1% | -9.0% |
| 30D | -23.6% | -34.6% | +11.0% | -19.5% |
| 3M | -38.3% | -50.8% | +12.5% | -32.7% |
| 6M | -60.6% | -66.5% | +5.9% | -56.0% |
| YTD | -22.9% | -81.3% | +58.4% | -13.0% |
| 1Y | -14.3% | -84.8% | +70.6% | -0.7% |
| All | -14.3% | -85.5% | +71.2% | -0.7% |
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 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