+810.2%
MS vs EAT
+392.1%
+418.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | -0.3% | +1.9% | -2.1% | -1.0% |
| 3M | +0.3% | +68.7% | -68.4% | -12.6% |
| 6M | +31.3% | +66.9% | -35.6% | +13.5% |
| YTD | +24.7% | +60.4% | -35.8% | +8.6% |
| 1Y | +47.9% | +44.0% | +3.9% | +31.2% |
| 3Y | +178.3% | +604.7% | -426.3% | +58.2% |
| 5Y | +144.9% | +347.0% | -202.1% | +48.3% |
| All | +810.2% | +392.1% | +418.1% | +386.9% |
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