-0.8%
MSFT vs EAT
+37.5%
-38.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | +1.9% | +0.8% | +2.6% |
| 3M | +17.0% | +68.7% | -51.7% | +16.5% |
| 6M | +23.8% | +66.9% | -43.1% | +23.0% |
| YTD | +4.0% | +60.4% | -56.4% | +3.0% |
| 1Y | -0.8% | +44.0% | -44.8% | -2.7% |
| All | -0.8% | +37.5% | -38.3% | -2.7% |
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