+222.1%
MAS vs EAT
+392.5%
-170.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.8% |
| 7D | +4.6% | -3.3% | +7.8% | +5.2% |
| 30D | +19.9% | +11.7% | +8.2% | +17.3% |
| 3M | +8.9% | -5.9% | +14.8% | +9.4% |
| 6M | +20.2% | +46.7% | -26.6% | +10.8% |
| YTD | +33.9% | +48.2% | -14.3% | +22.3% |
| 1Y | +34.7% | +105.4% | -70.8% | +15.4% |
| 3Y | +60.4% | +502.8% | -442.4% | +8.5% |
| 5Y | +43.5% | +376.3% | -332.8% | -2.3% |
| All | +222.1% | +392.5% | -170.4% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling