+131.7%
EMB vs MAS
+444.9%
-313.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | -0.3% | -5.6% | +5.3% | +0.2% |
| 3M | -0.4% | +4.4% | -4.9% | -0.9% |
| 6M | +0.1% | +7.2% | -7.1% | -0.8% |
| YTD | +1.6% | +16.1% | -14.5% | -0.1% |
| 1Y | +5.6% | +0.1% | +5.5% | +5.1% |
| 3Y | +29.8% | +28.3% | +1.5% | +26.0% |
| 5Y | +7.3% | +30.5% | -23.2% | +3.3% |
| 10Y | +30.4% | +139.1% | -108.7% | +19.7% |
| All | +131.7% | +444.9% | -313.1% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling