+4.2%
MU vs EOSE
-78.3%
+82.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.5% | +2.0% |
| 7D | +21.6% | -3.7% | +25.4% | +22.7% |
| 30D | -16.2% | -22.0% | +5.8% | -9.2% |
| 3M | -12.4% | -57.3% | +44.9% | +20.6% |
| 6M | +4.2% | -77.7% | +81.8% | +93.6% |
| All | +4.2% | -78.3% | +82.5% | +93.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling