+15,614.6%
MA vs EAT
+1,125.6%
+14,489.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +2.3% | -2.6% | +4.9% | +2.9% |
| 30D | +14.7% | +11.5% | +3.2% | +11.4% |
| 3M | +13.5% | -9.1% | +22.6% | +15.0% |
| 6M | +33.1% | +40.4% | -7.3% | +20.9% |
| YTD | +15.1% | +43.9% | -28.9% | +2.8% |
| 1Y | +18.7% | +101.9% | -83.2% | -2.7% |
| 3Y | +72.1% | +489.9% | -417.8% | +2.7% |
| 5Y | +92.8% | +362.6% | -269.8% | +16.0% |
| 10Y | +571.6% | +385.7% | +186.0% | +229.3% |
| All | +15,614.6% | +1,125.6% | +14,489.0% | +5,345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling