+1,997.2%
MU vs EOSE
-61.3%
+2,058.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.9% | -4.8% | +4.8% |
| 7D | +9.0% | +19.0% | -10.0% | +6.6% |
| 30D | +13.8% | +1.6% | +12.2% | +13.2% |
| 3M | +2.1% | -52.0% | +54.1% | +10.0% |
| 6M | +153.8% | -42.5% | +196.3% | +166.4% |
| YTD | +256.4% | -66.1% | +322.5% | +287.3% |
| 1Y | +719.8% | -47.1% | +766.9% | +745.8% |
| 3Y | +1,360.4% | +0.8% | +1,359.6% | +1,210.6% |
| 5Y | +1,312.4% | -71.7% | +1,384.1% | +1,106.8% |
| All | +1,997.2% | -61.3% | +2,058.5% | +1,891.0% |
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