+71.4%
MSFT vs EAT
+326.5%
-255.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.7% |
| 7D | -1.4% | -4.9% | +3.5% | -0.8% |
| 30D | -1.0% | -1.2% | +0.2% | -1.1% |
| 3M | +20.2% | +52.2% | -32.1% | +13.1% |
| 6M | +21.3% | +65.0% | -43.8% | +12.0% |
| YTD | +2.8% | +55.0% | -52.2% | -4.5% |
| 1Y | 0.0% | +42.1% | -42.1% | -6.2% |
| 3Y | +51.2% | +614.7% | -563.5% | +0.3% |
| 5Y | +71.4% | +322.7% | -251.3% | +17.6% |
| All | +71.4% | +326.5% | -255.0% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling