+22.1%
MTZ vs EOSE
-43.4%
+65.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.3% | -3.0% |
| 7D | 0.0% | +14.0% | -14.0% | -1.9% |
| 30D | -14.8% | -5.9% | -8.9% | -14.5% |
| 3M | -30.8% | -34.3% | +3.5% | -28.5% |
| 6M | -22.6% | -37.8% | +15.1% | -21.1% |
| YTD | +6.8% | -65.2% | +72.0% | +12.2% |
| 1Y | +22.1% | -41.9% | +64.1% | +21.7% |
| All | +22.1% | -43.4% | +65.5% | +21.7% |
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