+228.8%
MU vs EOSE
-88.8%
+317.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -4.1% |
| 7D | +12.8% | +9.8% | +3.0% | +9.6% |
| 30D | -14.9% | -2.1% | -12.8% | -15.3% |
| 3M | -18.0% | -54.1% | +36.0% | -1.3% |
| 6M | -3.1% | -76.9% | +73.8% | +36.2% |
| YTD | +172.9% | -83.3% | +256.2% | +288.5% |
| 1Y | +228.8% | -87.4% | +316.3% | +369.6% |
| All | +228.8% | -88.8% | +317.7% | +369.6% |
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