+265.1%
MU vs EOSE
-85.5%
+350.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +12.6% | -19.6% | -10.4% |
| 7D | -19.1% | +9.7% | -28.9% | -21.5% |
| 30D | -25.2% | -34.6% | +9.3% | -17.4% |
| 3M | -10.9% | -50.8% | +39.9% | +4.5% |
| 6M | +38.0% | -66.5% | +104.5% | +77.8% |
| YTD | +178.8% | -81.3% | +260.2% | +281.2% |
| 1Y | +265.1% | -84.8% | +350.0% | +407.9% |
| All | +265.1% | -85.5% | +350.6% | +407.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling