+596.9%
MSI vs EAT
+370.1%
+226.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.2% |
| 7D | -4.0% | -6.8% | +2.8% | -3.1% |
| 30D | -0.5% | -5.4% | +4.9% | +0.1% |
| 3M | +11.4% | +42.8% | -31.4% | +5.9% |
| 6M | +1.0% | +56.5% | -55.5% | -5.7% |
| YTD | +20.7% | +50.0% | -29.4% | +13.0% |
| 1Y | -2.7% | +38.3% | -41.0% | -8.2% |
| 3Y | +68.2% | +591.6% | -523.5% | +21.3% |
| 5Y | +100.0% | +312.6% | -212.7% | +50.3% |
| 10Y | +596.9% | +381.4% | +215.4% | +371.9% |
| All | +596.9% | +370.1% | +226.8% | +371.9% |
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