+4,389.5%
MSI vs EAT
+9,855.7%
-5,466.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.7% |
| 7D | +7.4% | -5.9% | +13.3% | +8.6% |
| 30D | +18.7% | +0.7% | +18.1% | +18.1% |
| 3M | +14.5% | -14.2% | +28.7% | +17.0% |
| 6M | +38.1% | +40.7% | -2.6% | +27.2% |
| YTD | +38.7% | +36.0% | +2.7% | +27.3% |
| 1Y | +35.4% | +83.1% | -47.6% | +16.4% |
| 3Y | +75.1% | +474.8% | -399.7% | +12.8% |
| 5Y | +126.4% | +347.6% | -221.2% | +46.6% |
| 10Y | +671.4% | +321.5% | +349.9% | +325.1% |
| All | +4,389.5% | +9,855.7% | -5,466.1% | +758.1% |
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