+16.4%
MSCI vs EAT
+75.7%
-59.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | +2.7% | -4.0% | +6.7% | +2.7% |
| 30D | +17.4% | -2.9% | +20.3% | +17.6% |
| 3M | +14.8% | -16.9% | +31.7% | +15.1% |
| 6M | +16.1% | +57.0% | -40.8% | +15.8% |
| YTD | +16.0% | +38.2% | -22.2% | +15.6% |
| 1Y | +16.4% | +69.3% | -52.8% | +13.3% |
| All | +16.4% | +75.7% | -59.3% | +13.3% |
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 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