+3,286.0%
MA vs EMB
+126.0%
+3,160.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +14.7% | +1.3% | +13.4% | +13.5% |
| 3M | +13.5% | -2.7% | +16.2% | +16.2% |
| 6M | +33.1% | -2.8% | +35.9% | +36.4% |
| YTD | +15.1% | -1.1% | +16.2% | +16.0% |
| 1Y | +18.7% | 0.0% | +18.7% | +18.6% |
| 3Y | +72.1% | +28.8% | +43.3% | +38.6% |
| 5Y | +92.8% | +6.0% | +86.8% | +82.7% |
| 10Y | +571.6% | +29.1% | +542.5% | +463.2% |
| All | +3,286.0% | +126.0% | +3,160.0% | +1,901.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling