-0.5%
MSFT vs EAT
+39.0%
-39.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | -1.0% | -6.8% | +5.8% | -1.0% |
| 30D | -2.7% | -5.4% | +2.7% | -2.6% |
| 3M | +22.1% | +42.8% | -20.6% | +21.9% |
| 6M | +20.6% | +56.5% | -35.9% | +19.9% |
| YTD | +2.3% | +50.0% | -47.7% | +1.5% |
| 1Y | -0.5% | +38.3% | -38.8% | -2.0% |
| All | -0.5% | +39.0% | -39.5% | -2.0% |
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 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