+33.8%
MAS vs EAT
+611.4%
-577.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.1% |
| 3M | +4.4% | +68.7% | -64.2% | -4.8% |
| 6M | +7.2% | +66.9% | -59.7% | -2.6% |
| YTD | +16.1% | +60.4% | -44.3% | +5.7% |
| 1Y | +0.1% | +44.0% | -43.9% | -7.5% |
| All | +33.8% | +611.4% | -577.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling