+166.4%
MTZ vs EOSE
-68.2%
+234.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.8% | -7.0% | +2.6% |
| 7D | +3.6% | +41.4% | -37.9% | -0.5% |
| 30D | -9.6% | +3.6% | -13.3% | -10.4% |
| 3M | -31.9% | -35.7% | +3.8% | -29.4% |
| 6M | -13.8% | -29.9% | +16.0% | -12.8% |
| YTD | +13.3% | -62.5% | +75.7% | +19.4% |
| 1Y | +39.3% | -37.4% | +76.7% | +37.4% |
| 3Y | +168.3% | +55.8% | +112.5% | +117.5% |
| 5Y | +166.4% | -67.8% | +234.2% | +139.6% |
| All | +166.4% | -68.2% | +234.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling