+1,547.4%
MU vs EOSE
-82.0%
+1,629.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.5% | -0.5% |
| 7D | +21.6% | -3.7% | +25.4% | +22.1% |
| 30D | -16.2% | -22.0% | +5.8% | -14.1% |
| 3M | -12.4% | -57.3% | +44.9% | -4.3% |
| 6M | +4.2% | -77.7% | +81.8% | +21.7% |
| YTD | +180.0% | -84.2% | +264.2% | +230.1% |
| 1Y | +226.4% | -89.5% | +315.9% | +297.0% |
| 3Y | +969.7% | +41.4% | +928.3% | +869.2% |
| 5Y | +957.9% | -83.0% | +1,040.9% | +867.4% |
| All | +1,547.4% | -82.0% | +1,629.4% | +1,597.3% |
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