+168.3%
MTZ vs EOSE
+36.5%
+131.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.8% | -7.0% | +2.5% |
| 7D | +3.6% | +41.4% | -37.9% | -1.0% |
| 30D | -9.6% | +3.6% | -13.3% | -10.5% |
| 3M | -31.9% | -35.7% | +3.8% | -29.3% |
| 6M | -13.8% | -29.9% | +16.0% | -12.8% |
| YTD | +13.3% | -62.5% | +75.7% | +19.6% |
| 1Y | +39.3% | -37.4% | +76.7% | +36.6% |
| 3Y | +168.3% | +55.8% | +112.5% | +100.2% |
| All | +168.3% | +36.5% | +131.8% | +100.2% |
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