+280.0%
EMR vs M
-3.0%
+283.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +0.7% | +5.0% | -4.3% | -0.4% |
| 30D | +3.5% | +10.6% | -7.1% | +1.1% |
| 3M | +5.9% | +1.6% | +4.3% | +5.3% |
| 6M | +19.4% | +30.8% | -11.4% | +11.8% |
| YTD | +27.7% | +16.9% | +10.8% | +22.0% |
| 1Y | +30.9% | +26.3% | +4.6% | +22.8% |
| 3Y | +104.2% | +158.6% | -54.4% | +56.3% |
| 5Y | +89.6% | +2.1% | +87.5% | +67.6% |
| 10Y | +280.0% | -4.3% | +284.4% | +144.4% |
| All | +280.0% | -3.0% | +283.1% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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