+370.1%
MTZ vs EOSE
-61.3%
+431.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.7% | +1.0% |
| 7D | -1.6% | +19.0% | -20.6% | -3.5% |
| 30D | -11.1% | +1.6% | -12.7% | -11.6% |
| 3M | -36.7% | -52.0% | +15.3% | -32.7% |
| 6M | -21.9% | -42.5% | +20.6% | -19.5% |
| YTD | +9.1% | -66.1% | +75.3% | +15.8% |
| 1Y | +30.0% | -47.1% | +77.1% | +30.6% |
| 3Y | +138.5% | +0.8% | +137.7% | +104.7% |
| 5Y | +158.3% | -71.7% | +230.0% | +110.4% |
| All | +370.1% | -61.3% | +431.5% | +299.4% |
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