+3.8%
MSCI vs EAT
+361.6%
-357.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.8% |
| 7D | +2.8% | -2.6% | +5.5% | +3.3% |
| 30D | +15.4% | +11.5% | +3.9% | +13.0% |
| 3M | +13.4% | -9.1% | +22.5% | +14.6% |
| 6M | +10.9% | +40.4% | -29.5% | +2.9% |
| YTD | +13.0% | +43.9% | -31.0% | +3.1% |
| 1Y | +12.0% | +101.9% | -89.9% | -5.3% |
| 3Y | +34.1% | +489.9% | -455.8% | -21.7% |
| All | +3.8% | +361.6% | -357.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling