-2.7%
MSCI vs EAT
+39.9%
-42.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -3.7% |
| 7D | -2.1% | -4.9% | +2.8% | -1.9% |
| 30D | -1.7% | -1.2% | -0.5% | -1.8% |
| 3M | -8.2% | +52.2% | -60.5% | -9.4% |
| 6M | -2.4% | +65.0% | -67.5% | -4.9% |
| YTD | -2.8% | +55.0% | -57.8% | -4.9% |
| 1Y | -2.7% | +42.1% | -44.7% | +8.1% |
| All | -2.7% | +39.9% | -42.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling