+2,715.8%
MSCI vs EAT
+1,116.4%
+1,599.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | +2.8% | -2.6% | +5.5% | +3.4% |
| 30D | +15.4% | +11.5% | +3.9% | +12.4% |
| 3M | +13.4% | -9.1% | +22.5% | +14.7% |
| 6M | +10.9% | +40.4% | -29.5% | +1.5% |
| YTD | +13.0% | +43.9% | -31.0% | +1.6% |
| 1Y | +12.0% | +101.9% | -89.9% | -7.0% |
| 3Y | +34.1% | +489.9% | -455.8% | -17.5% |
| 5Y | +3.9% | +362.6% | -358.7% | -35.1% |
| 10Y | +802.0% | +385.7% | +416.3% | +353.9% |
| All | +2,715.8% | +1,116.4% | +1,599.5% | +784.0% |
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