+4,169.1%
EMR vs MAS
+1,664.8%
+2,504.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.3% |
| 7D | -4.8% | +4.6% | -9.3% | -6.3% |
| 30D | +0.7% | +19.9% | -19.1% | -5.9% |
| 3M | +0.4% | +8.9% | -8.5% | -3.0% |
| 6M | +18.4% | +20.2% | -1.8% | +9.9% |
| YTD | +23.9% | +33.9% | -10.0% | +10.1% |
| 1Y | +24.7% | +34.7% | -10.0% | +10.5% |
| 3Y | +86.4% | +60.4% | +26.0% | +53.7% |
| 5Y | +83.3% | +43.5% | +39.9% | +54.6% |
| 10Y | +320.2% | +226.7% | +93.5% | +165.4% |
| All | +4,169.1% | +1,664.8% | +2,504.3% | +1,191.4% |
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