The bottom line is that I'm an actor, so when somebody pitches me a great part, it's a no-brainer. You never know what it's gonna be like, in terms of the actual experience. You can be really excited about a part that can turn out shitty, you can have a bad time, there's a bad egg or two or three, in the bunch, or the producers are weird, or something like that.
Second, they [those who disagree with market efficiency] always claim they know a man, a bank, or a fund that does do better. Alas, anecdotes are not science. And once Wharton School dissertations seek to quantify the performers, these have a tendency to evaporate into the air - or, at least, into statistically insignificant t-statistics.