+17.0%
MA vs EME
+2.9%
+14.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | -0.5% | +11.3% | -11.8% | +0.5% |
| 30D | +7.9% | -14.6% | +22.5% | +6.4% |
| 3M | +16.8% | -20.4% | +37.2% | +14.5% |
| 6M | +31.0% | -28.3% | +59.3% | +25.3% |
| YTD | +15.0% | +8.6% | +6.5% | +12.5% |
| 1Y | +17.0% | +3.2% | +13.8% | +14.7% |
| All | +17.0% | +2.9% | +14.2% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling