+376.5%
MTZ vs EOSE
-60.6%
+437.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | -14.5% | -6.8% | -7.6% | -14.2% |
| 3M | -32.9% | -36.3% | +3.4% | -30.5% |
| 6M | -20.8% | -38.8% | +17.9% | -18.9% |
| YTD | +10.6% | -65.5% | +76.1% | +17.2% |
| 1Y | +27.1% | -45.3% | +72.4% | +27.3% |
| 3Y | +166.1% | +44.2% | +122.0% | +122.5% |
| 5Y | +170.7% | -69.5% | +240.2% | +119.6% |
| All | +376.5% | -60.6% | +437.1% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling