+171.3%
MS vs EAT
+477.9%
-306.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +1.0% |
| 7D | +0.8% | -5.9% | +6.7% | +1.9% |
| 30D | -0.7% | +0.7% | -1.4% | -1.0% |
| 3M | -12.4% | -14.2% | +1.9% | -10.4% |
| 6M | -1.7% | +40.7% | -42.5% | -9.4% |
| YTD | +8.0% | +36.0% | -27.9% | -0.3% |
| 1Y | +16.2% | +83.1% | -66.8% | -0.2% |
| 3Y | +171.3% | +474.8% | -303.5% | +80.0% |
| All | +171.3% | +477.9% | -306.6% | +80.0% |
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