+140.2%
MAS vs EAT
+390.6%
-250.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -5.6% | +1.9% | -7.4% | -6.2% |
| 3M | +4.4% | +68.7% | -64.2% | -5.7% |
| 6M | +7.2% | +66.9% | -59.7% | -3.7% |
| YTD | +16.1% | +60.4% | -44.3% | +4.7% |
| 1Y | +0.1% | +44.0% | -43.9% | -8.3% |
| 3Y | +28.3% | +604.7% | -576.4% | -16.0% |
| 5Y | +30.5% | +347.0% | -316.6% | -10.8% |
| All | +140.2% | +390.6% | -250.4% | +61.6% |
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