+69.3%
MSI vs EAT
+612.9%
-543.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.9% |
| 7D | -5.8% | -4.9% | -0.8% | -5.5% |
| 30D | -1.0% | -1.2% | +0.2% | -1.0% |
| 3M | +14.2% | +52.2% | -38.1% | +11.7% |
| 6M | +1.0% | +65.0% | -64.0% | -1.6% |
| YTD | +21.5% | +55.0% | -33.6% | +18.4% |
| 1Y | -2.1% | +42.1% | -44.2% | -4.3% |
| 3Y | +69.3% | +614.7% | -545.4% | +47.5% |
| All | +69.3% | +612.9% | -543.6% | +47.5% |
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