+124.5%
MSI vs EAT
+368.3%
-243.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +8.3% | -3.9% | +12.3% | +8.7% |
| 30D | +18.9% | +5.0% | +13.9% | +18.0% |
| 3M | +13.2% | -9.6% | +22.8% | +14.0% |
| 6M | +38.3% | +46.8% | -8.5% | +31.5% |
| YTD | +38.9% | +41.8% | -2.9% | +31.8% |
| 1Y | +36.7% | +98.3% | -61.6% | +24.0% |
| 3Y | +76.6% | +503.1% | -426.5% | +28.1% |
| 5Y | +124.5% | +356.7% | -232.2% | +67.6% |
| All | +124.5% | +368.3% | -243.8% | +67.6% |
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