+55.0%
MSFT vs EAT
+657.6%
-602.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | +1.9% | +0.8% | +2.5% |
| 3M | +17.0% | +68.7% | -51.7% | +13.2% |
| 6M | +23.8% | +66.9% | -43.1% | +19.5% |
| YTD | +4.0% | +60.4% | -56.4% | +0.4% |
| 1Y | -0.8% | +44.0% | -44.8% | -3.5% |
| All | +55.0% | +657.6% | -602.5% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling