+13.7%
MSCI vs EAT
+96.9%
-83.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +1.5% | -3.9% | +5.4% | +1.5% |
| 30D | +14.4% | +5.0% | +9.4% | +14.5% |
| 3M | +15.2% | -9.6% | +24.8% | +15.3% |
| 6M | +11.2% | +46.8% | -35.5% | +11.4% |
| YTD | +13.9% | +41.8% | -27.9% | +14.0% |
| All | +13.7% | +96.9% | -83.2% | +12.1% |
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