-56.9%
MTZ vs EOSE
-80.8%
+24.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -2.3% |
| 7D | +5.0% | +9.8% | -4.8% | +3.0% |
| 30D | -6.0% | -2.1% | -4.0% | -7.6% |
| 3M | -36.1% | -54.1% | +18.0% | -24.4% |
| 6M | -56.9% | -76.9% | +20.1% | -45.3% |
| All | -56.9% | -80.8% | +24.0% | -45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling