+7.9%
MUB vs EOSE
+42.6%
-34.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -0.8% | +1.8% | -2.6% | -0.8% |
| 30D | -2.4% | -6.8% | +4.5% | -2.4% |
| 3M | -2.8% | -36.3% | +33.4% | -2.7% |
| 6M | -2.2% | -38.8% | +36.5% | -2.1% |
| YTD | -1.6% | -65.5% | +63.9% | -1.3% |
| 1Y | 0.0% | -45.3% | +45.3% | -0.1% |
| 3Y | +7.9% | +44.2% | -36.3% | +5.0% |
| All | +7.9% | +42.6% | -34.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling