+537.0%
MS vs EAT
+319.3%
+217.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +3.7% | -7.1% | +10.8% | +5.5% |
| 30D | +2.0% | -2.3% | +4.3% | +2.3% |
| 3M | -12.6% | -19.6% | +7.1% | -8.4% |
| 6M | -0.3% | +46.0% | -46.3% | -10.7% |
| YTD | +9.0% | +37.7% | -28.7% | -2.0% |
| 1Y | +13.9% | +73.8% | -59.9% | -3.9% |
| 3Y | +173.6% | +482.1% | -308.4% | +62.8% |
| 5Y | +122.0% | +362.5% | -240.5% | +33.0% |
| All | +537.0% | +319.3% | +217.7% | +253.5% |
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 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