+181.3%
MS vs EAT
+611.4%
-430.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | +1.9% | -2.1% | -0.8% |
| 3M | +0.3% | +68.7% | -68.4% | -10.4% |
| 6M | +31.3% | +66.9% | -35.6% | +16.6% |
| YTD | +24.7% | +60.4% | -35.8% | +11.5% |
| 1Y | +47.9% | +44.0% | +3.9% | +35.1% |
| All | +181.3% | +611.4% | -430.1% | +66.3% |
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