+1,682.0%
MAS vs EAT
+11,145.8%
-9,463.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.6% | +4.1% |
| 7D | +14.2% | -0.1% | +14.3% | +14.2% |
| 30D | +26.8% | +13.5% | +13.3% | +22.6% |
| 3M | +13.1% | +1.0% | +12.1% | +11.8% |
| 6M | +27.9% | +57.3% | -29.3% | +13.0% |
| YTD | +38.7% | +53.6% | -14.9% | +21.8% |
| 1Y | +40.4% | +110.8% | -70.4% | +13.6% |
| 3Y | +66.1% | +524.8% | -458.7% | -2.1% |
| 5Y | +47.4% | +416.1% | -368.7% | -13.0% |
| 10Y | +238.3% | +418.3% | -179.9% | +62.1% |
| All | +1,682.0% | +11,145.8% | -9,463.8% | +298.5% |
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 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