+32.5%
EMR vs M
+25.7%
+6.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +2.2% |
| 7D | +2.1% | +2.5% | -0.4% | +1.4% |
| 30D | +4.8% | +10.1% | -5.3% | +2.0% |
| 3M | +7.5% | -0.9% | +8.4% | +7.2% |
| 6M | +20.9% | +30.2% | -9.3% | +11.3% |
| YTD | +29.2% | +16.3% | +12.9% | +20.9% |
| All | +32.5% | +25.7% | +6.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling