+3,912.1%
EMR vs MAS
+1,430.5%
+2,481.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -1.5% | -0.8% | -0.8% | -1.2% |
| 30D | -5.6% | -5.6% | -0.1% | -3.6% |
| 3M | +7.9% | +4.4% | +3.5% | +5.8% |
| 6M | +6.0% | +7.2% | -1.2% | +2.7% |
| YTD | +16.4% | +16.1% | +0.3% | +9.3% |
| 1Y | +16.6% | +0.1% | +16.5% | +15.3% |
| 3Y | +62.9% | +28.3% | +34.6% | +45.8% |
| 5Y | +60.1% | +30.5% | +29.6% | +40.1% |
| 10Y | +268.7% | +139.1% | +129.6% | +159.3% |
| All | +3,912.1% | +1,430.5% | +2,481.6% | +1,182.5% |
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