+5,526.8%
MS vs EAT
+3,290.9%
+2,235.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +0.7% |
| 7D | -1.7% | -8.9% | +7.2% | +1.2% |
| 30D | +0.9% | +3.4% | -2.5% | -0.6% |
| 3M | -10.8% | -9.3% | -1.5% | -9.1% |
| 6M | +0.9% | +43.8% | -42.9% | -12.5% |
| YTD | +9.8% | +39.9% | -30.1% | -5.3% |
| 1Y | +17.1% | +89.7% | -72.6% | -9.3% |
| 3Y | +175.7% | +491.3% | -315.5% | +37.6% |
| 5Y | +125.9% | +365.4% | -239.6% | +13.6% |
| 10Y | +556.2% | +325.9% | +230.3% | +166.5% |
| All | +5,526.8% | +3,290.9% | +2,235.9% | +825.7% |
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