+513.2%
MA vs EME
+1,266.0%
-752.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -3.5% | +2.7% | -6.2% | -4.3% |
| 30D | +0.8% | -6.8% | +7.6% | +2.6% |
| 3M | +14.8% | -8.8% | +23.6% | +16.3% |
| 6M | +10.0% | +5.0% | +5.0% | +5.3% |
| YTD | -0.1% | +23.5% | -23.6% | -10.3% |
| 1Y | -2.2% | +21.3% | -23.5% | -13.3% |
| 3Y | +39.3% | +241.1% | -201.8% | -24.5% |
| 5Y | +66.3% | +549.2% | -482.8% | -34.8% |
| 10Y | +513.2% | +1,306.4% | -793.2% | +68.3% |
| All | +513.2% | +1,266.0% | -752.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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