+885.0%
MSFT vs EAT
+370.1%
+515.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | 0.0% |
| 7D | -1.0% | -6.8% | +5.8% | -0.2% |
| 30D | -2.7% | -5.4% | +2.7% | -2.2% |
| 3M | +22.1% | +42.8% | -20.6% | +16.1% |
| 6M | +20.6% | +56.5% | -35.9% | +12.5% |
| YTD | +2.3% | +50.0% | -47.7% | -4.3% |
| 1Y | -0.5% | +38.3% | -38.8% | -6.3% |
| 3Y | +50.5% | +591.6% | -541.1% | +9.3% |
| 5Y | +72.3% | +312.6% | -240.3% | +30.1% |
| 10Y | +885.0% | +381.4% | +503.6% | +564.5% |
| All | +885.0% | +370.1% | +515.0% | +564.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling