+2,762.0%
MSCI vs EAT
+1,063.6%
+1,698.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.2% |
| 7D | -0.7% | -7.1% | +6.4% | +0.8% |
| 30D | +16.2% | -2.3% | +18.5% | +16.4% |
| 3M | +16.1% | -19.6% | +35.8% | +20.7% |
| 6M | +12.9% | +46.0% | -33.1% | +2.4% |
| YTD | +14.8% | +37.7% | -22.9% | +4.2% |
| 1Y | +13.8% | +73.8% | -60.0% | -2.3% |
| 3Y | +31.2% | +482.1% | -450.8% | -19.1% |
| 5Y | +5.6% | +362.5% | -356.9% | -34.1% |
| 10Y | +806.4% | +319.3% | +487.2% | +375.2% |
| All | +2,762.0% | +1,063.6% | +1,698.3% | +806.4% |
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