+311.3%
EMR vs MAS
+213.7%
+97.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.9% |
| 7D | -1.6% | +2.0% | -3.5% | -2.7% |
| 30D | +2.0% | +19.4% | -17.4% | -7.6% |
| 3M | +3.8% | +9.4% | -5.6% | -1.6% |
| 6M | +10.5% | +15.3% | -4.8% | +0.9% |
| YTD | +23.7% | +31.3% | -7.6% | +4.2% |
| 1Y | +25.4% | +34.9% | -9.5% | +3.9% |
| 3Y | +86.6% | +58.6% | +28.0% | +37.8% |
| 5Y | +83.0% | +40.7% | +42.3% | +40.4% |
| All | +311.3% | +213.7% | +97.6% | +96.0% |
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 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