-2.1%
MA vs EAT
+39.9%
-42.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -1.1% |
| 7D | -1.8% | -4.9% | +3.2% | -1.2% |
| 30D | +1.4% | -1.2% | +2.6% | +1.4% |
| 3M | +17.7% | +52.2% | -34.5% | +11.9% |
| 6M | +9.7% | +65.0% | -55.4% | +2.5% |
| YTD | +0.5% | +55.0% | -54.5% | -5.7% |
| 1Y | -2.1% | +42.1% | -44.1% | -5.5% |
| All | -2.1% | +39.9% | -42.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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