+275.0%
MTZ vs EOSE
-80.2%
+355.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.4% | -9.8% | +3.2% |
| 7D | +12.9% | -7.0% | +19.9% | +13.5% |
| 30D | -8.5% | -16.7% | +8.2% | -7.7% |
| 3M | -30.6% | -53.1% | +22.5% | -26.3% |
| 6M | -55.1% | -76.8% | +21.7% | -49.5% |
| YTD | -13.0% | -82.6% | +69.7% | -2.3% |
| 1Y | -4.3% | -89.3% | +85.0% | +11.8% |
| 3Y | +284.0% | +55.5% | +228.6% | +222.1% |
| 5Y | +97.7% | -81.9% | +179.5% | +68.8% |
| All | +275.0% | -80.2% | +355.1% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling