+28.1%
EMB vs MAS
+213.7%
-185.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | +1.3% | +19.4% | -18.1% | -1.5% |
| 3M | -2.7% | +9.4% | -12.1% | -4.2% |
| 6M | -2.8% | +15.3% | -18.1% | -5.4% |
| YTD | -1.1% | +31.3% | -32.4% | -6.1% |
| 1Y | 0.0% | +34.9% | -34.9% | -5.5% |
| 3Y | +28.8% | +58.6% | -29.8% | +17.1% |
| 5Y | +6.0% | +40.7% | -34.7% | -3.4% |
| All | +28.1% | +213.7% | -185.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling