+663.4%
MSI vs EAT
+320.8%
+342.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.2% | -4.0% | +7.2% | +3.8% |
| 30D | +17.6% | -2.9% | +20.5% | +17.8% |
| 3M | +14.5% | -16.9% | +31.4% | +16.8% |
| 6M | +34.3% | +57.0% | -22.7% | +25.4% |
| YTD | +39.7% | +38.2% | +1.5% | +31.8% |
| 1Y | +40.2% | +69.3% | -29.1% | +28.3% |
| 3Y | +77.1% | +483.0% | -405.8% | +30.5% |
| 5Y | +124.0% | +364.1% | -240.1% | +65.2% |
| All | +663.4% | +320.8% | +342.6% | +415.9% |
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