+3,874.2%
MSI vs EAT
+11,644.8%
-7,770.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +6.8% | +1.9% | +4.9% | +6.2% |
| 3M | +14.3% | +68.7% | -54.4% | +2.4% |
| 6M | -1.6% | +66.9% | -68.5% | -12.4% |
| YTD | +22.8% | +60.4% | -37.6% | +9.7% |
| 1Y | -1.1% | +44.0% | -45.1% | -10.4% |
| 3Y | +70.5% | +604.7% | -534.2% | +5.8% |
| 5Y | +102.8% | +347.0% | -244.2% | +32.0% |
| 10Y | +597.4% | +390.8% | +206.7% | +274.9% |
| All | +3,874.2% | +11,644.8% | -7,770.6% | +639.7% |
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