+133,470.8%
MSFT vs EAT
+11,644.8%
+121,826.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | +17.0% | +68.7% | -51.7% | +7.1% |
| 6M | +23.8% | +66.9% | -43.1% | +12.8% |
| YTD | +4.0% | +60.4% | -56.4% | -5.0% |
| 1Y | -0.8% | +44.0% | -44.8% | -8.3% |
| 3Y | +55.6% | +604.7% | -549.1% | +7.0% |
| 5Y | +72.9% | +347.0% | -274.1% | +23.9% |
| 10Y | +875.8% | +390.8% | +485.0% | +502.3% |
| All | +133,470.8% | +11,644.8% | +121,826.0% | +30,494.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling