+1,916.4%
MU vs EOSE
-60.2%
+1,976.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.5% |
| 7D | +2.0% | +14.0% | -12.0% | +0.4% |
| 30D | +12.5% | -5.9% | +18.4% | +12.8% |
| 3M | +9.6% | -34.3% | +43.9% | +14.1% |
| 6M | +142.6% | -37.8% | +180.4% | +152.3% |
| YTD | +242.7% | -65.2% | +307.8% | +270.8% |
| 1Y | +599.3% | -41.9% | +641.2% | +614.5% |
| 3Y | +1,308.3% | +44.6% | +1,263.7% | +1,129.9% |
| 5Y | +1,263.7% | -69.2% | +1,332.9% | +1,056.2% |
| All | +1,916.4% | -60.2% | +1,976.6% | +1,806.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling