+5,285.6%
MS vs EAT
+3,492.4%
+1,793.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -4.8% |
| 7D | -3.4% | -3.3% | -0.1% | -2.3% |
| 30D | -3.9% | +11.7% | -15.6% | -7.6% |
| 3M | -15.9% | -5.9% | -10.0% | -15.2% |
| 6M | -2.5% | +46.7% | -49.2% | -15.9% |
| YTD | +5.1% | +48.2% | -43.1% | -11.0% |
| 1Y | +13.0% | +105.4% | -92.5% | -14.7% |
| 3Y | +160.7% | +502.8% | -342.1% | +29.5% |
| 5Y | +114.0% | +376.3% | -262.2% | +7.0% |
| 10Y | +637.5% | +400.0% | +237.5% | +183.1% |
| All | +5,285.6% | +3,492.4% | +1,793.2% | +770.4% |
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