+73.1%
MA vs EMB
+7.4%
+65.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -0.3% | +1.8% | +1.8% |
| 3M | +20.4% | -0.4% | +20.8% | +20.9% |
| 6M | +11.1% | +0.1% | +11.0% | +10.9% |
| YTD | +2.0% | +1.6% | +0.4% | +0.2% |
| 1Y | -2.2% | +5.6% | -7.8% | -7.5% |
| 3Y | +41.9% | +29.8% | +12.1% | +10.0% |
| All | +73.1% | +7.4% | +65.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling