+125.6%
EMB vs MAS
+528.3%
-402.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | -0.3% | +4.6% | -4.9% | -0.7% |
| 30D | +1.1% | +19.9% | -18.8% | -0.5% |
| 3M | -2.9% | +8.9% | -11.8% | -3.7% |
| 6M | -2.1% | +20.2% | -22.2% | -3.8% |
| YTD | -1.1% | +33.9% | -35.0% | -3.9% |
| 1Y | +0.3% | +34.7% | -34.3% | -2.6% |
| 3Y | +27.7% | +60.4% | -32.7% | +21.6% |
| 5Y | +6.0% | +43.5% | -37.5% | +1.1% |
| 10Y | +29.1% | +226.7% | -197.6% | +16.1% |
| All | +125.6% | +528.3% | -402.7% | +84.0% |
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